# Fausto Gozzi

According to our database

Collaborative distances:

^{1}, Fausto Gozzi authored at least 21 papers between 1999 and 2021.Collaborative distances:

## Timeline

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## Bibliography

2021

Eur. J. Oper. Res., 2021

2020

Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case.

SIAM J. Control. Optim., 2020

2017

Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks.

SIAM J. Control. Optim., 2017

Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing.

SIAM J. Control. Optim., 2017

Minimum energy for linear systems with finite horizon: a non-standard Riccati equation.

Math. Control. Signals Syst., 2017

Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension.

J. Optim. Theory Appl., 2017

2015

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.

Finance Stochastics, 2015

2014

SIAM J. Control. Optim., 2014

J. Econ. Theory, 2014

Eur. J. Oper. Res., 2014

2011

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.

SIAM J. Control. Optim., 2011

Finance Stochastics, 2011

Finance Stochastics, 2011

2010

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions".

SIAM J. Control. Optim., 2010

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions.

SIAM J. Control. Optim., 2010

2009

On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects.

J. Optimization Theory and Applications, 2009

2008

Solving optimal growth models with vintage capital: The dynamic programming approach.

J. Econ. Theory, 2008

2005

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions.

SIAM J. Control. Optim., 2005

2002

Superreplication of European multiasset derivatives with bounded stochastic volatility.

Math. Methods Oper. Res., 2002

2000

Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control.

SIAM J. Control. Optim., 2000

1999

Ann. Oper. Res., 1999