Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold. - Maria B. Chiarolla; Ulrich G. Haussmann (Math. Oper. Res., 2005)

Multivariable Utility Functions. - Maria B. Chiarolla; Ulrich G. Haussmann (SIAM J. Optim., 2008)

On a Stochastic, Irreversible Investment Problem. - Maria B. Chiarolla; Ulrich G. Haussmann (SIAM J. Control. Optim., 2009)

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)

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)

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)