Salvatore Federico

20 papers Journal 20
YearRankTypeTitle / Venue / Authors
2026 J jnl
Partial Regularity of Semiconvex Viscosity Supersolutions to Fully Nonlinear Elliptic HJB Equations and Applications to Stochastic Control.
SIAM J. Math. Anal.
Salvatore Federico, Giorgio Ferrari, Mauro Rosestolato
2025 J jnl
Linear-Quadratic Mean Field Games in Hilbert Spaces.
SIAM J. Math. Anal.
Salvatore Federico, Daria Ghilli, Fausto Gozzi
2024 J jnl
Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models.
SIAM J. Control. Optim.
Filippo de Feo, Salvatore Federico, Andrzej Swiech
2023 J jnl
Two-Sided Singular Control of an Inventory with Unknown Demand Trend.
SIAM J. Control. Optim.
Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous
2022 J jnl
A dynamic theory of spatial externalities.
Games Econ. Behav.
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi
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
On a Class of Infinite-Dimensional Singular Stochastic Control Problems.
SIAM J. Control. Optim.
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner
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
A Singular Stochastic Control Problem with Interconnected Dynamics.
SIAM J. Control. Optim.
Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann
2019 J jnl
Anelastic reorganisation of fibre-reinforced biological tissues.
Comput. Vis. Sci.
Salvatore Di Stefano, Melania Carfagna, Markus M. Knodel, Kotaybah Hashlamoun, Salvatore Federico, Alfio Grillo
2017 J jnl
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs.
Math. Oper. Res.
Tiziano De Angelis, Salvatore Federico, Giorgio Ferrari
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
Characterization of the Optimal Boundaries in Reversible Investment Problems.
SIAM J. Control. Optim.
Salvatore Federico, Huyên Pham
2014 J jnl
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable.
SIAM J. Control. Optim.
Salvatore Federico, Elisa Tacconi
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
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.
J. Optim. Theory Appl.
Salvatore Federico, Paul Gassiat
2011 J jnl
A stochastic control problem with delay arising in a pension fund model.
Finance Stochastics
Salvatore Federico
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
Pension funds with a minimum guarantee: a stochastic control approach.
Finance Stochastics
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi
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