Edit Profile (opens in new tab) Federico, Salvatore Compute Distance To: Compute Author ID: federico.salvatore Published as: Federico, Salvatore Homepage: https://www.deps.unisi.it/it/dipartimento/personale/docenti/salvatore-federico External Links: MGP · Google Scholar · dblp Documents Indexed: 35 Publications since 2008 Reviewing Activity: 1 Review Co-Authors: 24 Co-Authors with 30 Joint Publications 560 Co-Co-Authors all top 5 Co-Authors 3 single-authored 16 Gozzi, Fausto 6 Fabbri, Giorgio 5 Boucekkine, Raouf 5 Ferrari, Giorgio 3 Rosestolato, Mauro 2 Consolo, Giancarlo 2 Di Giacinto, Marina 2 Gassiat, Paul 2 Goldys, Beniamin 2 Pham, Huyên 2 Schuhmann, Patrick 2 Tacconi, Elisa 2 Valenti, Giovanna 1 Aïd, René 1 Bambi, Mauro 1 Calvia, Alessandro 1 Cosso, Andrea 1 De Angelis, Tiziano 1 Di Girolami, Cristina 1 Øksendal, Bernt Karsten 1 Riedel, Frank 1 Röckner, Michael 1 Tankov, Peter 1 Touzi, Nizar 1 Vigna, Elena 1 Villeneuve, Bertrand all top 5 Serials 7 SIAM Journal on Control and Optimization 3 Finance and Stochastics 2 Applied Mathematics and Optimization 2 Journal of Differential Equations 2 Journal of Mathematical Economics 2 European Journal of Operational Research 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 The Annals of Probability 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Ricerche di Matematica 1 Journal of Economic Dynamics & Control 1 The Annals of Applied Probability 1 Games and Economic Behavior 1 Potential Analysis 1 Economic Theory 1 Mathematics and Mechanics of Solids 1 Mathematics and Financial Economics 1 Mathematical Modelling of Natural Phenomena 1 Kyoto Journal of Mathematics 1 Mathematical Economics Letters 1 Pure and Applied Functional Analysis all top 5 Fields 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 18 Systems theory; control (93-XX) 10 Partial differential equations (35-XX) 9 Probability theory and stochastic processes (60-XX) 6 Ordinary differential equations (34-XX) 4 Operator theory (47-XX) 4 Operations research, mathematical programming (90-XX) 3 Mechanics of deformable solids (74-XX) 2 Functional analysis (46-XX) 1 Topological groups, Lie groups (22-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Differential geometry (53-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 28 Publications have been cited 218 times in 155 Documents Cited by ▼ Year ▼ A stochastic control problem with delay arising in a pension fund model. Zbl 1302.93238Federico, Salvatore 34 2011 Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 33 2011 HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions. Zbl 1208.49048Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 19 2010 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 HJB equations for the optimal control of differential equations with delays and state constraints. II: Verification and optimal feedbacks. Zbl 1242.49058Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 13 2011 Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar 13 2018 Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio 11 2017 Characterization of the optimal boundaries in reversible investment problems. Zbl 1300.93184Federico, Salvatore; Pham, Huyên 11 2014 Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036Federico, Salvatore; Øksendal, Bernt Karsten 9 2011 Dynamic programming for optimal control problems with delays in the control variable. Zbl 1293.49060Federico, Salvatore; Tacconi, Elisa 9 2014 Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Zbl 1307.93453Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto 8 2015 Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand 6 2015 A pension fund in the accumulation phase: a stochastic control approach. Zbl 1153.91493Federico, Salvatore 6 2008 On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term. Zbl 1327.39009Fabbri, Giorgio; Federico, Salvatore 5 2014 Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078Federico, Salvatore; Tankov, Peter 4 2015 Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 4 2019 Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset. Zbl 1293.91171Federico, Salvatore; Gassiat, Paul 3 2014 State constrained control problems in Banach lattices and applications. Zbl 1479.49010Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto 2 2021 From firm to global-level pollution control: the case of transboundary pollution. Zbl 07354596Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113Federico, Salvatore; Gozzi, Fausto 2 2017 Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; Gozzi, Fausto 2 2017 A singular stochastic control problem with interconnected dynamics. Zbl 1451.93416Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick 2 2020 \(C_0\)-sequentially equicontinuous semigroups. Zbl 07286658Federico, Salvatore; Rosestolato, Mauro 2 2020 Control theory in infinite dimension for the optimal location of economic activity: the role of the social welfare function. Zbl 1477.49039Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 1 2021 Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. Zbl 1422.91649Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa 1 2019 Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula. Zbl 1405.93231Federico, Salvatore; Gozzi, Fausto 1 2018 Tensor representation of magnetostriction for all crystal classes. Zbl 07273341Federico, Salvatore; Consolo, Giancarlo; Valenti, Giovanna 1 2019 Taming the spread of an epidemic by lockdown policies. Zbl 1459.91090Federico, Salvatore; Ferrari, Giorgio 1 2021 State constrained control problems in Banach lattices and applications. Zbl 1479.49010Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto 2 2021 From firm to global-level pollution control: the case of transboundary pollution. Zbl 07354596Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 Control theory in infinite dimension for the optimal location of economic activity: the role of the social welfare function. Zbl 1477.49039Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 1 2021 Taming the spread of an epidemic by lockdown policies. Zbl 1459.91090Federico, Salvatore; Ferrari, Giorgio 1 2021 A singular stochastic control problem with interconnected dynamics. Zbl 1451.93416Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick 2 2020 \(C_0\)-sequentially equicontinuous semigroups. Zbl 07286658Federico, Salvatore; Rosestolato, Mauro 2 2020 Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 4 2019 Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. Zbl 1422.91649Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa 1 2019 Tensor representation of magnetostriction for all crystal classes. Zbl 07273341Federico, Salvatore; Consolo, Giancarlo; Valenti, Giovanna 1 2019 Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar 13 2018 Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula. Zbl 1405.93231Federico, Salvatore; Gozzi, Fausto 1 2018 Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio 11 2017 Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113Federico, Salvatore; Gozzi, Fausto 2 2017 Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; Gozzi, Fausto 2 2017 Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Zbl 1307.93453Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto 8 2015 Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand 6 2015 Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078Federico, Salvatore; Tankov, Peter 4 2015 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 Characterization of the optimal boundaries in reversible investment problems. Zbl 1300.93184Federico, Salvatore; Pham, Huyên 11 2014 Dynamic programming for optimal control problems with delays in the control variable. Zbl 1293.49060Federico, Salvatore; Tacconi, Elisa 9 2014 On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term. Zbl 1327.39009Fabbri, Giorgio; Federico, Salvatore 5 2014 Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset. Zbl 1293.91171Federico, Salvatore; Gassiat, Paul 3 2014 A stochastic control problem with delay arising in a pension fund model. Zbl 1302.93238Federico, Salvatore 34 2011 Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 33 2011 HJB equations for the optimal control of differential equations with delays and state constraints. II: Verification and optimal feedbacks. Zbl 1242.49058Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 13 2011 Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036Federico, Salvatore; Øksendal, Bernt Karsten 9 2011 HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions. Zbl 1208.49048Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 19 2010 A pension fund in the accumulation phase: a stochastic control approach. Zbl 1153.91493Federico, Salvatore 6 2008 all cited Publications top 5 cited Publications all top 5 Cited by 230 Authors 19 Federico, Salvatore 15 Gozzi, Fausto 9 Ferrari, Giorgio 5 Masiero, Federica 5 Vigna, Elena 5 Zeng, Yan 4 Li, Danping 4 Rosestolato, Mauro 4 Wu, Huiling 4 Zhao, Hui 3 A, Chunxiang 3 Augeraud-Véron, Emmanuelle 3 Bo, Lijun 3 Chen, Ping 3 Cosso, Andrea 3 De Angelis, Tiziano 3 Di Giacinto, Marina 3 Fabbri, Giorgio 3 Lai, Yongzeng 3 Li, Zhongfei 3 Rong, Ximin 3 Russo, Francesco 3 Sabanis, Sotirios 3 Shen, Yang 3 Yaegashi, Yuta 3 Yao, Haixiang 3 Yoshioka, Hidekazu 3 Zhou, Jianjun 2 Bai, Yanfei 2 Ballotta, Laura 2 Bambi, Mauro 2 Bayraktar, Erhan 2 Beyers, Conrad F. J. 2 Boucekkine, Raouf 2 Capponi, Agostino 2 Chen, Zheng 2 Dadashi, Hassan 2 Eberlein, Ernst W. 2 Gao, Rui 2 Gassiat, Paul 2 Guambe, Calisto 2 Keller, Christian 2 Kruse, Karsten 2 Kufakunesu, Rodwell 2 Kumar, Chaman 2 Liang, Zongxia 2 Ma, Qinghua 2 Nguyen, Dang Hai 2 Nkeki, Charles I. 2 Øksendal, Bernt Karsten 2 Perninge, Magnus 2 Ren, Zhenjie 2 Riedel, Frank 2 Röckner, Michael 2 Schmidt, Thorsten 2 Schuhmann, Patrick 2 Ševčovič, Daniel 2 Shao, Yi 2 Shi, Jingtao 2 Sun, Jingyun 2 Tessitore, Gianmario 2 Touzi, Nizar 2 van Zyl, Gusti Augustinus Johannes 2 Xiao, Helu 2 Yam, Sheung Chi Phillip 2 Yang, Zhou 2 Yin, George Gang 2 Zanco, Giovanni 2 Zeineddine, Raghid 2 Zeng, Li 2 Zhang, Ling 2 Zhong, Feimin 2 Zhou, Zhongbao 1 Aïd, René 1 Al Motairi, Hessah 1 Baltas, Ioannis D. 1 Bank, Peter 1 Bensoussan, Alain 1 Besslich, David 1 Bian, Wenlong 1 Biffis, Enrico 1 Bischi, Gian-Italo 1 Blasius, Bernd 1 Bonaccorsi, Stefano 1 Bouveret, Géraldine 1 Callegaro, Giorgia 1 Calvia, Alessandro 1 Carmona, René A. 1 Ceci, Claudia 1 Chang-Lara, Héctor A. 1 Chang, Hao 1 Chau, Man Ho Michael 1 Chen, Hua 1 Chen, Xianzhe 1 Christensen, Soren 1 Chunxiang, A. 1 Confortola, Fulvia 1 Dai, Haoran 1 D’Albis, Hippolyte 1 Dammann, F. ...and 130 more Authors all top 5 Cited in 64 Serials 17 SIAM Journal on Control and Optimization 14 Insurance Mathematics & Economics 8 Journal of Computational and Applied Mathematics 7 Applied Mathematics and Optimization 6 Journal of Mathematical Economics 6 Journal of Optimization Theory and Applications 6 Finance and Stochastics 4 International Journal of Control 4 Journal of Economic Dynamics & Control 4 European Journal of Operational Research 4 Mathematical Control and Related Fields 3 Journal of Mathematical Analysis and Applications 3 Journal of Differential Equations 3 Japan Journal of Industrial and Applied Mathematics 3 The Annals of Applied Probability 3 Mathematical Methods of Operations Research 3 Quantitative Finance 3 Journal of Industrial and Management Optimization 2 Advances in Applied Probability 2 The Annals of Probability 2 Automatica 2 SIAM Journal on Mathematical Analysis 2 Potential Analysis 2 Mathematical Problems in Engineering 2 North American Actuarial Journal 2 Mathematics and Financial Economics 1 Computers & Mathematics with Applications 1 Applied Mathematics and Computation 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Osaka Journal of Mathematics 1 SIAM Journal on Numerical Analysis 1 Stochastic Analysis and Applications 1 MCSS. Mathematics of Control, Signals, and Systems 1 Games and Economic Behavior 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational and Applied Mathematics 1 Random Operators and Stochastic Equations 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bulletin des Sciences Mathématiques 1 Applied Mathematical Finance 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Communications in Nonlinear Science and Numerical Simulation 1 International Journal of Applied Mathematics and Computer Science 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Brazilian Journal of Probability and Statistics 1 Journal of Evolution Equations 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Fuzzy Optimization and Decision Making 1 Computational Management Science 1 Advances in Difference Equations 1 Journal of Mathematics in Industry 1 Journal of the Operations Research Society of China all top 5 Cited in 17 Fields 100 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 77 Systems theory; control (93-XX) 74 Probability theory and stochastic processes (60-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 29 Partial differential equations (35-XX) 17 Operations research, mathematical programming (90-XX) 16 Ordinary differential equations (34-XX) 8 Operator theory (47-XX) 7 Numerical analysis (65-XX) 3 Integral equations (45-XX) 3 Functional analysis (46-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistics (62-XX) 1 Difference and functional equations (39-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year