Maria B. Chiarolla

According to our database, Maria B. Chiarolla authored at least 6 papers between 2005 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs.

Maria B. Chiarolla, Giorgio Ferrari, Gabriele Stabile

Eur. J. Oper. Res., 2015

2014

Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem.

Maria B. Chiarolla, Giorgio Ferrari

SIAM J. Control. Optim., 2014

2013

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources.

Maria B. Chiarolla, Giorgio Ferrari, Frank Riedel

SIAM J. Control. Optim., 2013

2009

On a Stochastic, Irreversible Investment Problem.

Maria B. Chiarolla, Ulrich G. Haussmann

SIAM J. Control. Optim., 2009

2008

Multivariable Utility Functions.

Maria B. Chiarolla, Ulrich G. Haussmann

SIAM J. Optim., 2008

2005

Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold.

Maria B. Chiarolla, Ulrich G. Haussmann

Math. Oper. Res., 2005