| Pension funds with a minimum guarantee: a stochastic control approach M Di Giacinto, S Federico, F Gozzi Finance and Stochastics 15 (2), 297-342, 2011 | 92 | 2011 |
| A stochastic control problem with delay arising in a pension fund model S Federico Finance and stochastics 15 (3), 421-459, 2011 | 77 | 2011 |
| 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 |
| Growth and agglomeration in the heterogeneous space: A generalized AK approach R Boucekkine, G Fabbri, S Federico, F Gozzi Journal of Economic Geography 19 (6), 1287-1318, 2019 | 35 | 2019 |
| Path-dependent equations and viscosity solutions in infinite dimension A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi The Annals of Probability 46 (1), 126-174, 2018 | 35 | 2018 |
| Taming the spread of an epidemic by lockdown policies S Federico, G Ferrari Journal of mathematical economics 93, 102453, 2021 | 31 | 2021 |
| Characterization of the optimal boundaries in reversible investment problems S Federico, H Pham SIAM Journal on Control and Optimization 52 (4), 2180-2223, 2014 | 31 | 2014 |
| HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks S Federico, B Goldys, F Gozzi SIAM Journal on Control and Optimization 49 (6), 2378-2414, 2011 | 31 | 2011 |
| Income drawdown option with minimum guarantee M Di Giacinto, S Federico, F Gozzi, E Vigna European Journal of Operational Research 234 (3), 610-624, 2014 | 25 | 2014 |
| Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Pg. 1135, Vol 42, 2017) T De Angelis, S Federico, G Ferrari MATHEMATICS OF OPERATIONS RESEARCH 42 (4), 1161-1161, 2017 | 24* | 2017 |
| Explicit investment rules with time-to-build and uncertainty R Aid, S Federico, H Pham, B Villeneuve Journal of Economic Dynamics and Control 51, 240-256, 2015 | 22 | 2015 |
| Optimal stopping of stochastic differential equations with delay driven by Lévy noise S Federico, BK Øksendal Potential analysis 34 (2), 181-198, 2011 | 22 | 2011 |
| Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation S Federico, P Gassiat, F Gozzi Finance and Stochastics 19 (2), 415-448, 2015 | 20 | 2015 |
| Dynamic Programming for Optimal Control Problems with Delays in the Control Variable S Federico, E Tacconi SIAM Journal on Control and Optimization 52 (2), 1203-1236, 2014 | 15 | 2014 |
| Finite-dimensional representations for controlled diffusions with delay S Federico, P Tankov Applied Mathematics & Optimization 71 (1), 165-194, 2015 | 13 | 2015 |
| A pension fund in the accumulation phase: a stochastic control approach S Federico Banach Cent. Publ. Adv. Math. Finance 83, 61-83, 2008 | 13 | 2008 |
| Irreversible investment with fixed adjustment costs: a stochastic impulse control approach S Federico, M Rosestolato, E Tacconi Mathematics and Financial Economics 13 (4), 579-616, 2019 | 12 | 2019 |
| On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term G Fabbri, S Federico | 12 | 2014 |
| Constrained portfolio choices in the decumulation phase of a pension plan M Di Giacinto, S Federico, F Gozzi, E Vigna Available at SSRN 1600130, 2010 | 12 | 2010 |
| From firm to global-level pollution control: The case of transboundary pollution R Boucekkine, G Fabbri, S Federico, F Gozzi European Journal of Operational Research 290 (1), 331-345, 2021 | 10 | 2021 |
Fausto GozziLuiss University, Roma, ItalyVerified email at luiss.it
