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Salvatore Federico

Identifiers

  • name variant Salvatore Federico 0.60 · backfill

Papers (16)

  1. Existence and uniqueness results for a mean-field game of optimal investment math.OC · 2024 · author #2
  2. On a Class of Infinite-Dimensional Singular Stochastic Control Problems math.OC · 2019 · author #1
  3. Irreversible investment with fixed adjustment costs: a stochastic impulse control approach math.OC · 2018 · author #1
  4. Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula math.OC · 2017 · author #1
  5. Mild solutions of semilinear elliptic equations in Hilbert spaces math.AP · 2016 · author #1
  6. $C_0$-sequentially equicontinuous semigroups: theory and applications math.FA · 2015 · author #1
  7. Path-dependent equations and viscosity solutions in infinite dimension math.PR · 2015 · author #2
  8. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs math.PR · 2014 · author #2
  9. Explicit investment rules with time-to-build and uncertainty q-fin.MF · 2014 · author #2
  10. Finite-dimensional representations for controlled diffusions with delay math.PR · 2013 · author #1
  11. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation q-fin.PM · 2013 · author #1
  12. Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets q-fin.PM · 2012 · author #1
  13. Impact of time illiquidity in a mixed market without full observation q-fin.PM · 2012 · author #1
  14. Characterization of the optimal boundaries in reversible investment problems math.PR · 2012 · author #1
  15. HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations math.OC · 2009 · author #1
  16. HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints: Regularity and Applications math.OC · 2009 · author #1

Mentions

  • 1502.05648 #2 · backfill · confidence 0.70 Salvatore Federico
  • 1406.4297 #2 · backfill · confidence 0.70 Salvatore Federico
  • 1406.0055 #2 · backfill · confidence 0.70 Salvatore Federico
  • 1310.4299 #1 · backfill · confidence 0.70 Salvatore Federico
  • 1301.0280 #1 · backfill · confidence 0.70 Salvatore Federico
  • 1211.1286 #1 · backfill · confidence 0.70 Salvatore Federico
  • 1211.1285 #1 · backfill · confidence 0.70 Salvatore Federico
  • 1203.0895 #1 · backfill · confidence 0.70 Salvatore Federico
  • 2404.02871 #2 · arxiv_oai · confidence 0.70 Salvatore Federico
  • 0907.1603 #1 · backfill · confidence 0.70 Salvatore Federico
  • 0905.1825 #1 · backfill · confidence 0.70 Salvatore Federico

Frequent Coauthors