Salvatore Federico

Orcid: 0000-0001-5066-2203

According to our database1, Salvatore Federico authored at least 17 papers between 2010 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Two-Sided Singular Control of an Inventory with Unknown Demand Trend.
SIAM J. Control. Optim., October, 2023

2022
A dynamic theory of spatial externalities.
Games Econ. Behav., 2022

2021
On a Class of Infinite-Dimensional Singular Stochastic Control Problems.
SIAM J. Control. Optim., 2021

State Constrained Control Problems in Banach Lattices and Applications.
SIAM J. Control. Optim., 2021

From firm to global-level pollution control: The case of transboundary pollution.
Eur. J. Oper. Res., 2021

2020
A Singular Stochastic Control Problem with Interconnected Dynamics.
SIAM J. Control. Optim., 2020

2019
Anelastic reorganisation of fibre-reinforced biological tissues.
Comput. Vis. Sci., 2019

2017
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs.
Math. Oper. Res., 2017

2015
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.
Finance Stochastics, 2015

2014
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable.
SIAM J. Control. Optim., 2014

Characterization of the Optimal Boundaries in Reversible Investment Problems.
SIAM J. Control. Optim., 2014

Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.
J. Optim. Theory Appl., 2014

Income drawdown option with minimum guarantee.
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

Pension funds with a minimum guarantee: a stochastic control approach.
Finance Stochastics, 2011

A stochastic control problem with delay arising in a pension fund model.
Finance Stochastics, 2011

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


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