Salvatore Federico

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 9

Top Topics

Control Problems

Hamilton Jacobi Bellman

Stochastic Control

Top Venues

SIAM J. Control. Optim.

Eur. J. Oper. Res.

Finance Stochastics

Games Econ. Behav.

Publications

Filippo De Feo, Salvatore Federico, Andrzej Swiech
Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models. SIAM J. Control. Optim. 62 (3) (2024)
Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous
Two-Sided Singular Control of an Inventory with Unknown Demand Trend. SIAM J. Control. Optim. 61 (5) (2023)
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi
A dynamic theory of spatial externalities. Games Econ. Behav. 132 (2022)
Alessandro Calvia, Salvatore Federico, Fausto Gozzi
State Constrained Control Problems in Banach Lattices and Applications. SIAM J. Control. Optim. 59 (6) (2021)
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner
On a Class of Infinite-Dimensional Singular Stochastic Control Problems. SIAM J. Control. Optim. 59 (2) (2021)
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi
From firm to global-level pollution control: The case of transboundary pollution. Eur. J. Oper. Res. 290 (1) (2021)
Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann
A Singular Stochastic Control Problem with Interconnected Dynamics. SIAM J. Control. Optim. 58 (5) (2020)
Salvatore Di Stefano, Melania Carfagna, Markus M. Knodel, Kotaybah Hashlamoun, Salvatore Federico, Alfio Grillo
Anelastic reorganisation of fibre-reinforced biological tissues. Comput. Vis. Sci. 20 (3-6) (2019)
Tiziano De Angelis, Salvatore Federico, Giorgio Ferrari
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs. Math. Oper. Res. 42 (4) (2017)
Salvatore Federico, Paul Gassiat, Fausto Gozzi
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Finance Stochastics 19 (2) (2015)
Salvatore Federico, Huyên Pham
Characterization of the Optimal Boundaries in Reversible Investment Problems. SIAM J. Control. Optim. 52 (4) (2014)
Salvatore Federico, Paul Gassiat
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset. J. Optim. Theory Appl. 160 (3) (2014)
Salvatore Federico, Elisa Tacconi
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable. SIAM J. Control. Optim. 52 (2) (2014)
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna
Income drawdown option with minimum guarantee. Eur. J. Oper. Res. 234 (3) (2014)
Salvatore Federico
A stochastic control problem with delay arising in a pension fund model. Finance Stochastics 15 (3) (2011)
Salvatore Federico, Ben Goldys, Fausto Gozzi
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. SIAM J. Control. Optim. 49 (6) (2011)
Marina Di Giacinto, Salvatore Federico, Fausto Gozzi
Pension funds with a minimum guarantee: a stochastic control approach. Finance Stochastics 15 (2) (2011)
Salvatore Federico, Ben Goldys, Fausto Gozzi
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. SIAM J. Control. Optim. 48 (8) (2010)