Optimal advertising with a continuum of goods. - Emilio Barucci; Fausto Gozzi (Ann. Oper. Res., 1999)

Second Order Hamilton–Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control. - Fausto Gozzi; Elisabeth Rouy; Andrzej Swiech (SIAM J. Control. Optim., 2000)

Superreplication of European multiasset derivatives with bounded stochastic volatility. - Fausto Gozzi; Tiziano Vargiolu (Math. Methods Oper. Res., 2002)

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions. - Fausto Gozzi; Andrzej Swiech; Xun Yu Zhou (SIAM J. Control. Optim., 2005)

Solving optimal growth models with vintage capital: The dynamic programming approach. - Giorgio Fabbri; Fausto Gozzi (J. Econ. Theory, 2008)

On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects. - Fausto Gozzi; Carlo Marinelli; Sergei Savin (J. Optimization Theory and Applications, 2009)

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. - Salvatore Federico; Ben Goldys; Fausto Gozzi (SIAM J. Control. Optim., 2010)

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions". - Fausto Gozzi; Andrzej Swiech; Xun Yu Zhou (SIAM J. Control. Optim., 2010)

Optimal consumption policies in illiquid markets. - Alessandra Cretarola; Fausto Gozzi; Huyên Pham; Peter Tankov (Finance Stochastics, 2011)

Pension funds with a minimum guarantee: a stochastic control approach. - Marina Di Giacinto; Salvatore Federico; Fausto Gozzi (Finance Stochastics, 2011)

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. - Salvatore Federico; Ben Goldys; Fausto Gozzi (SIAM J. Control. Optim., 2011)

Income drawdown option with minimum guarantee. - Marina Di Giacinto; Salvatore Federico; Fausto Gozzi; Elena Vigna (Eur. J. Oper. Res., 2014)

Endogenous growth and wave-like business fluctuations. - Mauro Bambi; Fausto Gozzi; Omar Licandro (J. Econ. Theory, 2014)

Investment/Consumption Problem in Illiquid Markets with Regime-Switching. - Paul Gassiat; Fausto Gozzi; Huyên Pham (SIAM J. Control. Optim., 2014)

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. - Salvatore Federico; Paul Gassiat; Fausto Gozzi (Finance Stochastics, 2015)

Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension. - Emmanuelle Augeraud-Veron; Mauro Bambi; Fausto Gozzi (J. Optim. Theory Appl., 2017)

Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. - Paolo Acquistapace; Fausto Gozzi (Math. Control. Signals Syst., 2017)

Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing. - Fausto Gozzi; Federica Masiero (SIAM J. Control. Optim., 2017)

Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. - Fausto Gozzi; Federica Masiero (SIAM J. Control. Optim., 2017)

Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. - Enrico Biffis; Fausto Gozzi; Cecilia Prosdocimi (SIAM J. Control. Optim., 2020)

From firm to global-level pollution control: The case of transboundary pollution. - Raouf Boucekkine; Giorgio Fabbri; Salvatore Federico; Fausto Gozzi (Eur. J. Oper. Res., 2021)

State Constrained Control Problems in Banach Lattices and Applications. - Alessandro Calvia; Salvatore Federico; Fausto Gozzi (SIAM J. Control. Optim., 2021)

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. - Fausto Gozzi; Federica Masiero (SIAM J. Control. Optim., 2021)

A dynamic theory of spatial externalities. - Raouf Boucekkine; Giorgio Fabbri; Salvatore Federico; Fausto Gozzi (Games Econ. Behav., 2022)

A Stochastic Model of Economic Growth in Time-Space. - Fausto Gozzi; Marta Leocata (SIAM J. Control. Optim., 2022)

Robust Portfolio Choice with Sticky Wages. - Sara Biagini; Fausto Gozzi; Margherita Zanella (SIAM J. Financial Math., 2022)

Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives. - Fausto Gozzi; Federica Masiero (SIAM J. Control. Optim., 2023)

HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. - Alessandro Calvia; Gianluca Cappa; Fausto Gozzi; Enrico Priola (J. Optim. Theory Appl., 2023)

Wage rigidity and retirement in optimal portfolio choice. - Sara Biagini; Enrico Biffis; Fausto Gozzi; Margherita Zanella (Autom., 2025)

Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems. - Fausto Gozzi; Federica Masiero (SIAM J. Control. Optim., 2025)