Fausto Gozzi

32 papers Journal 32
YearRankTypeTitle / Venue / Authors
2026 J jnl
Network-based optimal control of pollution growth.
Eur. J. Oper. Res.
Fausto Gozzi, Marta Leocata, Giulia Pucci
2025 J jnl
Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2025 J jnl
Linear-Quadratic Mean Field Games in Hilbert Spaces.
SIAM J. Math. Anal.
Salvatore Federico, Daria Ghilli, Fausto Gozzi
2025 J jnl
Wage rigidity and retirement in optimal portfolio choice.
Autom.
Sara Biagini, Enrico Biffis, Fausto Gozzi, Margherita Zanella
2023 J jnl
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces.
J. Optim. Theory Appl.
Alessandro Calvia, Gianluca Cappa, Fausto Gozzi, Enrico Priola
2023 J jnl
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2022 J jnl
A Stochastic Model of Economic Growth in Time-Space.
SIAM J. Control. Optim.
Fausto Gozzi, Marta Leocata
2022 J jnl
A dynamic theory of spatial externalities.
Games Econ. Behav.
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi
2022 J jnl
Robust Portfolio Choice with Sticky Wages.
SIAM J. Financial Math.
Sara Biagini, Fausto Gozzi, Margherita Zanella
2021 J jnl
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2021 J jnl
From firm to global-level pollution control: The case of transboundary pollution.
Eur. J. Oper. Res.
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi
2021 J jnl
State Constrained Control Problems in Banach Lattices and Applications.
SIAM J. Control. Optim.
Alessandro Calvia, Salvatore Federico, Fausto Gozzi
2020 J jnl
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case.
SIAM J. Control. Optim.
Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi
2017 J jnl
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation.
Math. Control. Signals Syst.
Paolo Acquistapace, Fausto Gozzi
2017 J jnl
Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension.
J. Optim. Theory Appl.
Emmanuelle Augeraud-Veron, Mauro Bambi, Fausto Gozzi
2017 J jnl
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2017 J jnl
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2015 J jnl
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.
Finance Stochastics
Salvatore Federico, Paul Gassiat, Fausto Gozzi
2014 J jnl
Endogenous growth and wave-like business fluctuations.
J. Econ. Theory
Mauro Bambi, Fausto Gozzi, Omar Licandro
2014 J jnl
Income drawdown option with minimum guarantee.
Eur. J. Oper. Res.
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna
2014 J jnl
Investment/Consumption Problem in Illiquid Markets with Regime-Switching.
SIAM J. Control. Optim.
Paul Gassiat, Fausto Gozzi, Huyên Pham
2011 J jnl
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.
SIAM J. Control. Optim.
Salvatore Federico, Ben Goldys, Fausto Gozzi
2011 J jnl
Optimal consumption policies in illiquid markets.
Finance Stochastics
Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov
2011 J jnl
Pension funds with a minimum guarantee: a stochastic control approach.
Finance Stochastics
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi
2010 J jnl
Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions".
SIAM J. Control. Optim.
Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou
2010 J jnl
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions.
SIAM J. Control. Optim.
Salvatore Federico, Ben Goldys, Fausto Gozzi
2009 J jnl
On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects.
J. Optimization Theory and Applications
Fausto Gozzi, Carlo Marinelli, Sergei Savin
2008 J jnl
Solving optimal growth models with vintage capital: The dynamic programming approach.
J. Econ. Theory
Giorgio Fabbri, Fausto Gozzi
2005 J jnl
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions.
SIAM J. Control. Optim.
Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou
2002 J jnl
Superreplication of European multiasset derivatives with bounded stochastic volatility.
Math. Methods Oper. Res.
Fausto Gozzi, Tiziano Vargiolu
2000 J jnl
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control.
SIAM J. Control. Optim.
Fausto Gozzi, Elisabeth Rouy, Andrzej Swiech
1999 J jnl
Optimal advertising with a continuum of goods.
Ann. Oper. Res.
Emilio Barucci, Fausto Gozzi