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Federico, Salvatore

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Author ID: federico.salvatore Recent zbMATH articles by "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

Publications by Year

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 1302.93238
Federico, Salvatore
34
2011
Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155
Di 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 1208.49048
Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
19
2010
Income drawdown option with minimum guarantee. Zbl 1304.91187
Di 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 1242.49058
Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
13
2011
Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120
Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar
13
2018
Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
11
2017
Characterization of the optimal boundaries in reversible investment problems. Zbl 1300.93184
Federico, Salvatore; Pham, Huyên
11
2014
Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036
Federico, Salvatore; Øksendal, Bernt Karsten
9
2011
Dynamic programming for optimal control problems with delays in the control variable. Zbl 1293.49060
Federico, Salvatore; Tacconi, Elisa
9
2014
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Zbl 1307.93453
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
8
2015
Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658
Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand
6
2015
A pension fund in the accumulation phase: a stochastic control approach. Zbl 1153.91493
Federico, Salvatore
6
2008
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term. Zbl 1327.39009
Fabbri, Giorgio; Federico, Salvatore
5
2014
Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078
Federico, Salvatore; Tankov, Peter
4
2015
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029
Boucekkine, 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 1293.91171
Federico, Salvatore; Gassiat, Paul
3
2014
State constrained control problems in Banach lattices and applications. Zbl 1479.49010
Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto
2
2021
From firm to global-level pollution control: the case of transboundary pollution. Zbl 07354596
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
2
2021
Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113
Federico, Salvatore; Gozzi, Fausto
2
2017
Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398
Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; Gozzi, Fausto
2
2017
A singular stochastic control problem with interconnected dynamics. Zbl 1451.93416
Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2
2020
\(C_0\)-sequentially equicontinuous semigroups. Zbl 07286658
Federico, 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 1477.49039
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
1
2021
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. Zbl 1422.91649
Federico, 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 1405.93231
Federico, Salvatore; Gozzi, Fausto
1
2018
Tensor representation of magnetostriction for all crystal classes. Zbl 07273341
Federico, Salvatore; Consolo, Giancarlo; Valenti, Giovanna
1
2019
Taming the spread of an epidemic by lockdown policies. Zbl 1459.91090
Federico, Salvatore; Ferrari, Giorgio
1
2021
State constrained control problems in Banach lattices and applications. Zbl 1479.49010
Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto
2
2021
From firm to global-level pollution control: the case of transboundary pollution. Zbl 07354596
Boucekkine, 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 1477.49039
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
1
2021
Taming the spread of an epidemic by lockdown policies. Zbl 1459.91090
Federico, Salvatore; Ferrari, Giorgio
1
2021
A singular stochastic control problem with interconnected dynamics. Zbl 1451.93416
Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2
2020
\(C_0\)-sequentially equicontinuous semigroups. Zbl 07286658
Federico, Salvatore; Rosestolato, Mauro
2
2020
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
4
2019
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. Zbl 1422.91649
Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa
1
2019
Tensor representation of magnetostriction for all crystal classes. Zbl 07273341
Federico, Salvatore; Consolo, Giancarlo; Valenti, Giovanna
1
2019
Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120
Cosso, 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 1405.93231
Federico, Salvatore; Gozzi, Fausto
1
2018
Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
11
2017
Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113
Federico, Salvatore; Gozzi, Fausto
2
2017
Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398
Bambi, 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 1307.93453
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
8
2015
Explicit investment rules with time-to-build and uncertainty. Zbl 1402.91658
Aïd, René; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand
6
2015
Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078
Federico, Salvatore; Tankov, Peter
4
2015
Income drawdown option with minimum guarantee. Zbl 1304.91187
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena
13
2014
Characterization of the optimal boundaries in reversible investment problems. Zbl 1300.93184
Federico, Salvatore; Pham, Huyên
11
2014
Dynamic programming for optimal control problems with delays in the control variable. Zbl 1293.49060
Federico, Salvatore; Tacconi, Elisa
9
2014
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term. Zbl 1327.39009
Fabbri, Giorgio; Federico, Salvatore
5
2014
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset. Zbl 1293.91171
Federico, Salvatore; Gassiat, Paul
3
2014
A stochastic control problem with delay arising in a pension fund model. Zbl 1302.93238
Federico, Salvatore
34
2011
Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155
Di 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 1242.49058
Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
13
2011
Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036
Federico, 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 1208.49048
Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
19
2010
A pension fund in the accumulation phase: a stochastic control approach. Zbl 1153.91493
Federico, Salvatore
6
2008
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

Citations by Year