Fausto Gozzi

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Giorgio FabbriCNRS (GAEL -Laboratoire de Economie Appliquée de Grenoble)Verified email at univ-grenoble-alpes.fr
salvatore federicoUniversità di GenovaVerified email at unige.it
Andrzej SwiechSchool of Mathematics, Georgia Institute of TechnologyVerified email at math.gatech.edu
Raouf BoucekkineAMSEVerified email at univ-amu.fr
Mauro BambiAssociate Professor in Economics, Durham University Business SchoolVerified email at durham.ac.uk
Marina Di GiacintoUniversità degli Studi di Cassino e del Lazio MeridionaleVerified email at unicas.it
Huyên PHAMProfessor, University Paris DiderotVerified email at math.univ-paris-diderot.fr
Silvia FaggianUniversità Ca' Foscari VeneziaVerified email at unive.it
Neri SalvadoriProfessore di Economia Politica, Università di PisaVerified email at unipi.it
Andrea CossoUniversità di MilanoVerified email at unimi.it
Mauro RosestolatoUniversità del SalentoVerified email at unisalento.it
Carlo MarinelliDepartment of Mathematics, University College LondonVerified email at unibz.it
Paul GassiatMaître de conférences, CEREMADE, Université Paris DauphineVerified email at ceremade.dauphine.fr
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu
Tiziano VargioluUniversity of PadovaVerified email at math.unipd.it
Sergei SavinThe Wharton SchoolVerified email at wharton.upenn.edu
Enrico BiffisImperial College LondonVerified email at imperial.ac.uk
Alessandra CretarolaProfessore associato SECS-S/06, Università degli Studi di PerugiaVerified email at unipg.it
MARGHERITA ZANELLARTDA, Politecnico di MilanoVerified email at polimi.it
Giovanni ZancoLUISS Guido CarliVerified email at luiss.it

Fausto Gozzi

Luiss University, Roma, Italy

Verified email at luiss.it - Homepage

Matematica per Economia e Finanza. Teoria dei Controlli Equazioni alle Derivate Parziali Matematica per Economia e Finanza


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Stochastic optimal control in infinite dimension G Fabbri, F Gozzi, A Swiech Probability and Stochastic Modelling. Springer, 2017	143	2017
Pension funds with a minimum guarantee: a stochastic control approach M Di Giacinto, S Federico, F Gozzi Finance and Stochastics 15, 297-342, 2011	92	2011
13 Stochastic Optimal Control of Delay Equations Arising in Advertising Models F Gozzi, S di Roma, C Marinelli Stochastic Partial Differential Equations and Applications-VII, 133, 2005	91	2005
Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem F Gozzi Communications in Partial Differential Equations 20 (5-6), 775-826, 1995	78	1995
Technology adoption and accumulation in a vintage-capital model E Barucci, F Gozzi Journal of economics 74, 1-38, 2001	74	2001
Solving optimal growth models with vintage capital: The dynamic programming approach G Fabbri, F Gozzi Journal of Economic Theory 143 (1), 331-373, 2008	68	2008
Solving optimal growth models with vintage capital: The dynamic programming approach G Fabbri, F Gozzi Journal of Economic Theory 143 (1), 331-373, 2008	68	2008
Second order Hamilton--Jacobi equations in Hilbert spaces and stochastic boundary control F Gozzi, E Rouy, A Swiech SIAM Journal on Control and Optimization 38 (2), 400-430, 2000	68	2000
On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects F Gozzi, C Marinelli, S Savin arXiv preprint math/0701580, 2007	67	2007
Regularity of the minimum time function and minimum energy problems: the linear case F Gozzi, P Loreti SIAM journal on control and optimization 37 (4), 1195-1221, 1999	64	1999
Global regular solutions of second order Hamilton–Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities F Gozzi Journal of Mathematical Analysis and Applications 198 (2), 399-443, 1996	64	1996
Strong solutions of Cauchy problems associated to weakly continuous semigroups S Cerrai, F Gozzi	60	1995
Investment in a vintage capital model E Barucci, F Gozzi Research in economics 52 (2), 159-188, 1998	58	1998
Weak Dirichlet processes with a stochastic control perspective F Gozzi, F Russo Stochastic Processes and their Applications 116 (11), 1563-1583, 2006	56	2006
A dynamic programming approach to nonlinear boundary control problems of parabolic type P Cannarsa, F Gozzi, HM Soner Journal of functional analysis 117 (1), 25-61, 1993	51	1993
Hamilton–Jacobi–Bellman equations for the optimal control of the Duncan–Mortensen–Zakai equation F Gozzi, A Świech Journal of Functional Analysis 172 (2), 466-510, 2000	48	2000
HJB equations for the optimal control of differential equations with delays and state constraints, I: regularity of viscosity solutions S Federico, B Goldys, F Gozzi SIAM Journal on Control and Optimization 48 (8), 4910-4937, 2010	47	2010
HJB equations for the optimal control of differential equations with delays and state constraints, I: regularity of viscosity solutions S Federico, B Goldys, F Gozzi SIAM Journal on Control and Optimization 48 (8), 4910-4937, 2010	47	2010
Regular solutions of second-order stationary Hamilton–Jacobi equations F Gozzi, E Rouy journal of differential equations 130 (1), 201-234, 1996	47	1996
Second order parabolic Hamilton–Jacobi–Bellman equations in Hilbert spaces and stochastic control: Lμ2 approach B Goldys, F Gozzi Stochastic processes and their applications 116 (12), 1932-1963, 2006	46	2006

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