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Author ID: gozzi.fausto Recent zbMATH articles by "Gozzi, Fausto"
Published as: Gozzi, Fausto; Gozzi, F.
Documents Indexed: 85 Publications since 1988, including 1 Book
Co-Authors: 52 Co-Authors with 77 Joint Publications
1,030 Co-Co-Authors
all top 5

Serials

14 SIAM Journal on Control and Optimization
8 Journal of Mathematical Economics
4 Stochastic Processes and their Applications
3 Journal of Differential Equations
3 Journal of Functional Analysis
3 Economic Theory
3 Finance and Stochastics
2 Journal of Economic Theory
2 Journal of Optimization Theory and Applications
2 Differential and Integral Equations
2 European Journal of Operational Research
2 Mathematical Population Studies
1 Archive for Rational Mechanics and Analysis
1 Communications on Pure and Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Metroeconomica
1 Journal of Economics
1 Journal of Economic Dynamics & Control
1 MCSS. Mathematics of Control, Signals, and Systems
1 Annals of Operations Research
1 The Annals of Applied Probability
1 Games and Economic Behavior
1 Atti della Accademia Nazionale dei Lincei. Serie Ottava. Rendiconti. Classe di Scienze Fisiche, Matematiche e Naturali
1 Communications in Partial Differential Equations
1 Journal of Mathematical Systems, Estimation, and Control
1 Potential Analysis
1 Journal of Convex Analysis
1 Research in Economics
1 Mathematical Methods of Operations Research
1 International Journal of Theoretical and Applied Finance
1 Nonlinear Analysis. Real World Applications
1 Journal of Evolution Equations
1 Decisions in Economics and Finance
1 Mathematical Modelling of Natural Phenomena
1 Probability Theory and Stochastic Modelling
1 Pure and Applied Functional Analysis

Publications by Year

Citations contained in zbMATH Open

70 Publications have been cited 727 times in 389 Documents Cited by Year
Stochastic optimal control in infinite dimension. Dynamic programming and HJB equations. With a contribution by Marco Fuhrman and Gianmario Tessitore. Zbl 1379.93001
Fabbri, Giorgio; Gozzi, Fausto; Święch, Andrzej
36
2017
Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem. Zbl 0842.49021
Gozzi, Fausto
36
1995
Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto
33
2011
Regularity of the minimum time function and minimum energy problems: The linear case. Zbl 0958.49014
Gozzi, Fausto; Loreti, Paola
30
1999
Stochastic optimal control of delay equations arising in advertising models. Zbl 1107.93035
Gozzi, Fausto; Marinelli, Carlo
28
2006
Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities. Zbl 0858.35129
Gozzi, Fausto
27
1996
On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects. Zbl 1175.90245
Gozzi, F.; Marinelli, C.; Savin, S.
25
2009
Technology adoption and accumulation in a vintage-capital model. Zbl 1026.91073
Barucci, Emilio; Gozzi, Fausto
24
2001
Solving optimal growth models with vintage capital: The dynamic programming approach. Zbl 1151.91069
Fabbri, Giorgio; Gozzi, Fausto
23
2008
Second order Hamilton–Jacobi equations in Hilbert spaces and stochastic boundary control. Zbl 0994.49019
Gozzi, Fausto; Rouy, Elisabeth; Swiech, Andrzej
22
2000
Investment in a vintage capital model. Zbl 0910.90028
Basrucci, Emilio; Gozzi, Fausto
20
1998
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
Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. Zbl 1115.49023
Gozzi, Fausto; Russo, Francesco
17
2006
Weak Dirichlet processes with a stochastic control perspective. Zbl 1113.60036
Gozzi, Fausto; Russo, Francesco
17
2006
Strong solutions of Cauchy problems associated to weakly continuous semigroups. Zbl 0822.47040
Cerrai, Sandra; Gozzi, Fausto
16
1995
Kolmogorov equation associated to a stochastic Navier-Stokes equation. Zbl 0928.60044
Flandoli, F.; Gozzi, F.
15
1998
Optimal policy and consumption smoothing effects in the time-to-build AK model. Zbl 1246.91082
Bambi, M.; Fabbri, G.; Gozzi, F.
15
2012
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
Income drawdown option with minimum guarantee. Zbl 1304.91187
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena
13
2014
Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120
Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar
13
2018
Existence of optimal strategies in linear multisector models. Zbl 1113.91037
Freni, Giuseppe; Gozzi, Fausto; Salvadori, Neri
13
2006
Regular solutions of second-order stationary Hamilton-Jacobi equations. Zbl 0864.34058
Gozzi, Fausto; Rouy, Elisabeth
13
1996
Stochastic optimal control with delay in the control. I: Solving the HJB equation through partial smoothing. Zbl 1375.93140
Gozzi, Fausto; Masiero, Federica
13
2017
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. Zbl 1047.93047
Gozzi, Fausto; Świȩch, Andrzej
13
2000
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
12
1991
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. Zbl 1033.47028
Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo
12
2002
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach. Zbl 1111.49021
Goldys, B.; Gozzi, F.
12
2006
A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
11
1993
On the dynamic programming approach for optimal control problems of PDE’s with age structure. Zbl 1059.49005
Faggian, Silvia; Gozzi, Fausto
11
2004
Maintenance and investment: complements or substitutes? A reappraisal. Zbl 1200.91206
Boucekkine, R.; Fabbri, G.; Gozzi, F.
10
2010
Optimal advertising with a continuum of goods. Zbl 0932.91023
Barucci, Emilio; Gozzi, Fausto
10
1999
A corrected proof of the stochastic verification theorem within the framework of viscosity solutions. Zbl 1116.93053
Gozzi, Fausto; Swiech, Andrzej; Zhou, Xun Yu
10
2005
Investment/consumption problem in illiquid markets with regime-switching. Zbl 1297.49040
Gassiat, Paul; Gozzi, Fausto; Pham, Huyên
10
2014
Optimal investment models with vintage capital: dynamic programming approach. Zbl 1196.49022
Faggian, Silvia; Gozzi, Fausto
9
2010
On closability of directional gradients. Zbl 1055.60053
Goldys, B.; Gozzi, F.; van Neerven, J. M. A. M.
8
2003
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
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations. Zbl 1005.49028
Gozzi, Fausto; Sritharan, S. S.; Świech, Andrzej
7
2002
Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks. Zbl 1371.93216
Gozzi, Fausto; Masiero, Federica
7
2017
Egalitarianism under population change: age structure does matter. Zbl 1304.91156
Boucekkine, R.; Fabbri, G.; Gozzi, F.
7
2014
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations. Zbl 1079.93043
Gozzi, Fausto; Sritharan, S. S.; Świȩch, Andrzej
7
2005
Erratum: “A corrected proof of the stochastic verification theorem within the framework of viscosity solutions”. Zbl 1202.93171
Gozzi, Fausto; Świȩch, Andrzej; Zhou, Xun Yu
6
2010
Superreplication of European multiasset derivatives with bounded stochastic volatility. Zbl 1115.91034
Gozzi, Fausto; Vargiolu, Tiziano
6
2002
Some results for an optimal control problem with semilinear state equation. Zbl 0736.49016
Gozzi, Fausto
5
1991
Optimal strategies in linear multisector models: Value function and optimality conditions. Zbl 1141.91624
Freni, Giuseppe; Gozzi, Fausto; Pignotti, Cristina
5
2008
Optimality conditions for Dirichlet boundary control problems of parabolic type. Zbl 0895.35009
Gozzi, Fausto; Tessitore, Maria Elisabetta
4
1998
Optimal consumption policies in illiquid markets. Zbl 1303.91154
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter
4
2011
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
4
2019
Endogenous growth and wave-like business fluctuations. Zbl 1309.91095
Bambi, Mauro; Gozzi, Fausto; Licandro, Omar
4
2014
On dynamic programming in economic models governed by ddes. Zbl 1155.91428
Fabbri, Giorgio; Faggian, Silvia; Gozzi, Fausto
4
2008
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. II. Zbl 1157.47052
Giuli, Massimiliano; Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo
4
2008
Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic optimal control. Zbl 1030.93056
Gozzi, Fausto
3
2002
Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031
Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia
3
2020
A model for the optimal asset-liability management for insurance companies. Zbl 1079.91538
Sbaraglia, S.; Papi, M.; Briani, M.; Bernaschi, M.; Gozzi, F.
3
2003
Incentive compatibility constraints and dynamic programming in continuous time. Zbl 0963.49021
Barucci, Emilio; Gozzi, Fausto; Świȩch, Andrzej
3
2000
Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations. Zbl 1193.35246
Fabbri, Giorgio; Gozzi, Fausto; Świȩch, Andrzej
3
2010
Some results for an optimal control problem with a semilinear state equation. Zbl 0716.49005
Gozzi, Fausto
2
1988
Strong solutions for Kolmogorov equation in Hilbert spaces. Zbl 0881.35121
Gozzi, Fausto
2
1997
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
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
On the smoothness of the value function along optimal trajectories. Zbl 0772.49018
Cannarsa, Piermarco; Gozzi, Fausto
1
1992
On a dynamic non-substitution theorem and other issues in Burgstaller’s Property and prices. Zbl 1013.91086
Gozzi, Fausto; Freni, Giuseppe
1
2001
Sufficient conditions for Dirichlet boundary control problems of parabolic type. Zbl 0881.35014
Gozzi, Fausto; Tessitore, Maria Elisabetta
1
1997
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. Zbl 1381.49032
Acquistapace, P.; Gozzi, F.
1
2017
On the superreplication approach for European interest rates derivatives. Zbl 1118.91322
Gozzi, F.; Vargiolu, T.
1
2002
Internal habits formation and optimality. Zbl 1458.91134
Bambi, Mauro; Gozzi, Fausto
1
2020
Solving internal habit formation models through dynamic programming in infinite dimension. Zbl 1370.49020
Augeraud-Veron, Emmanuelle; Bambi, Mauro; Gozzi, Fausto
1
2017
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
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
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
Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031
Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia
3
2020
Internal habits formation and optimality. Zbl 1458.91134
Bambi, Mauro; Gozzi, Fausto
1
2020
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
4
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
Stochastic optimal control in infinite dimension. Dynamic programming and HJB equations. With a contribution by Marco Fuhrman and Gianmario Tessitore. Zbl 1379.93001
Fabbri, Giorgio; Gozzi, Fausto; Święch, Andrzej
36
2017
Stochastic optimal control with delay in the control. I: Solving the HJB equation through partial smoothing. Zbl 1375.93140
Gozzi, Fausto; Masiero, Federica
13
2017
Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks. Zbl 1371.93216
Gozzi, Fausto; Masiero, Federica
7
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
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. Zbl 1381.49032
Acquistapace, P.; Gozzi, F.
1
2017
Solving internal habit formation models through dynamic programming in infinite dimension. Zbl 1370.49020
Augeraud-Veron, Emmanuelle; Bambi, Mauro; Gozzi, Fausto
1
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
Income drawdown option with minimum guarantee. Zbl 1304.91187
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena
13
2014
Investment/consumption problem in illiquid markets with regime-switching. Zbl 1297.49040
Gassiat, Paul; Gozzi, Fausto; Pham, Huyên
10
2014
Egalitarianism under population change: age structure does matter. Zbl 1304.91156
Boucekkine, R.; Fabbri, G.; Gozzi, F.
7
2014
Endogenous growth and wave-like business fluctuations. Zbl 1309.91095
Bambi, Mauro; Gozzi, Fausto; Licandro, Omar
4
2014
Optimal policy and consumption smoothing effects in the time-to-build AK model. Zbl 1246.91082
Bambi, M.; Fabbri, G.; Gozzi, F.
15
2012
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 consumption policies in illiquid markets. Zbl 1303.91154
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter
4
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
Maintenance and investment: complements or substitutes? A reappraisal. Zbl 1200.91206
Boucekkine, R.; Fabbri, G.; Gozzi, F.
10
2010
Optimal investment models with vintage capital: dynamic programming approach. Zbl 1196.49022
Faggian, Silvia; Gozzi, Fausto
9
2010
Erratum: “A corrected proof of the stochastic verification theorem within the framework of viscosity solutions”. Zbl 1202.93171
Gozzi, Fausto; Świȩch, Andrzej; Zhou, Xun Yu
6
2010
Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations. Zbl 1193.35246
Fabbri, Giorgio; Gozzi, Fausto; Świȩch, Andrzej
3
2010
On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects. Zbl 1175.90245
Gozzi, F.; Marinelli, C.; Savin, S.
25
2009
Solving optimal growth models with vintage capital: The dynamic programming approach. Zbl 1151.91069
Fabbri, Giorgio; Gozzi, Fausto
23
2008
Optimal strategies in linear multisector models: Value function and optimality conditions. Zbl 1141.91624
Freni, Giuseppe; Gozzi, Fausto; Pignotti, Cristina
5
2008
On dynamic programming in economic models governed by ddes. Zbl 1155.91428
Fabbri, Giorgio; Faggian, Silvia; Gozzi, Fausto
4
2008
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. II. Zbl 1157.47052
Giuli, Massimiliano; Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo
4
2008
Stochastic optimal control of delay equations arising in advertising models. Zbl 1107.93035
Gozzi, Fausto; Marinelli, Carlo
28
2006
Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. Zbl 1115.49023
Gozzi, Fausto; Russo, Francesco
17
2006
Weak Dirichlet processes with a stochastic control perspective. Zbl 1113.60036
Gozzi, Fausto; Russo, Francesco
17
2006
Existence of optimal strategies in linear multisector models. Zbl 1113.91037
Freni, Giuseppe; Gozzi, Fausto; Salvadori, Neri
13
2006
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach. Zbl 1111.49021
Goldys, B.; Gozzi, F.
12
2006
A corrected proof of the stochastic verification theorem within the framework of viscosity solutions. Zbl 1116.93053
Gozzi, Fausto; Swiech, Andrzej; Zhou, Xun Yu
10
2005
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations. Zbl 1079.93043
Gozzi, Fausto; Sritharan, S. S.; Świȩch, Andrzej
7
2005
On the dynamic programming approach for optimal control problems of PDE’s with age structure. Zbl 1059.49005
Faggian, Silvia; Gozzi, Fausto
11
2004
On closability of directional gradients. Zbl 1055.60053
Goldys, B.; Gozzi, F.; van Neerven, J. M. A. M.
8
2003
A model for the optimal asset-liability management for insurance companies. Zbl 1079.91538
Sbaraglia, S.; Papi, M.; Briani, M.; Bernaschi, M.; Gozzi, F.
3
2003
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. Zbl 1033.47028
Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo
12
2002
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations. Zbl 1005.49028
Gozzi, Fausto; Sritharan, S. S.; Świech, Andrzej
7
2002
Superreplication of European multiasset derivatives with bounded stochastic volatility. Zbl 1115.91034
Gozzi, Fausto; Vargiolu, Tiziano
6
2002
Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic optimal control. Zbl 1030.93056
Gozzi, Fausto
3
2002
On the superreplication approach for European interest rates derivatives. Zbl 1118.91322
Gozzi, F.; Vargiolu, T.
1
2002
Technology adoption and accumulation in a vintage-capital model. Zbl 1026.91073
Barucci, Emilio; Gozzi, Fausto
24
2001
On a dynamic non-substitution theorem and other issues in Burgstaller’s Property and prices. Zbl 1013.91086
Gozzi, Fausto; Freni, Giuseppe
1
2001
Second order Hamilton–Jacobi equations in Hilbert spaces and stochastic boundary control. Zbl 0994.49019
Gozzi, Fausto; Rouy, Elisabeth; Swiech, Andrzej
22
2000
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. Zbl 1047.93047
Gozzi, Fausto; Świȩch, Andrzej
13
2000
Incentive compatibility constraints and dynamic programming in continuous time. Zbl 0963.49021
Barucci, Emilio; Gozzi, Fausto; Świȩch, Andrzej
3
2000
Regularity of the minimum time function and minimum energy problems: The linear case. Zbl 0958.49014
Gozzi, Fausto; Loreti, Paola
30
1999
Optimal advertising with a continuum of goods. Zbl 0932.91023
Barucci, Emilio; Gozzi, Fausto
10
1999
Investment in a vintage capital model. Zbl 0910.90028
Basrucci, Emilio; Gozzi, Fausto
20
1998
Kolmogorov equation associated to a stochastic Navier-Stokes equation. Zbl 0928.60044
Flandoli, F.; Gozzi, F.
15
1998
Optimality conditions for Dirichlet boundary control problems of parabolic type. Zbl 0895.35009
Gozzi, Fausto; Tessitore, Maria Elisabetta
4
1998
Strong solutions for Kolmogorov equation in Hilbert spaces. Zbl 0881.35121
Gozzi, Fausto
2
1997
Sufficient conditions for Dirichlet boundary control problems of parabolic type. Zbl 0881.35014
Gozzi, Fausto; Tessitore, Maria Elisabetta
1
1997
Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities. Zbl 0858.35129
Gozzi, Fausto
27
1996
Regular solutions of second-order stationary Hamilton-Jacobi equations. Zbl 0864.34058
Gozzi, Fausto; Rouy, Elisabeth
13
1996
Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem. Zbl 0842.49021
Gozzi, Fausto
36
1995
Strong solutions of Cauchy problems associated to weakly continuous semigroups. Zbl 0822.47040
Cerrai, Sandra; Gozzi, Fausto
16
1995
A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
11
1993
On the smoothness of the value function along optimal trajectories. Zbl 0772.49018
Cannarsa, Piermarco; Gozzi, Fausto
1
1992
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
12
1991
Some results for an optimal control problem with semilinear state equation. Zbl 0736.49016
Gozzi, Fausto
5
1991
Some results for an optimal control problem with a semilinear state equation. Zbl 0716.49005
Gozzi, Fausto
2
1988
all top 5

Cited by 477 Authors

42 Gozzi, Fausto
20 Fabbri, Giorgio
19 Russo, Francesco
16 Federico, Salvatore
13 Masiero, Federica
11 Veliov, Vladimir M.
10 Boucekkine, Raouf
10 Zhou, Jianjun
9 Cosso, Andrea
8 Tessitore, Gianmario
7 Augeraud-Véron, Emmanuelle
7 Bambi, Mauro
7 Bandini, Elena
7 Faggian, Silvia
7 Kort, Peter M.
6 Di Girolami, Cristina
6 Fuhrman, Marco
6 Pham, Huyên
5 Feichtinger, Gustav
5 Goldys, Beniamin
5 Guatteri, Giuseppina
5 Guseinov, Khalik G.
5 Hartl, Richard F.
5 Świȩch, Andrzej
5 van Neerven, Jan M. A. M.
5 Vigna, Elena
5 Wang, Gengsheng
5 Wu, Huiling
4 Da Prato, Giuseppe
4 Debussche, Arnaud
4 Freni, Giuseppe
4 Guo, Bao-Zhu
4 Hritonenko, Natali
4 Li, Danping
4 Röckner, Michael
4 Shi, Jingtao
4 Yao, Haixiang
4 Zanco, Giovanni
3 Acquistapace, Paolo
3 Benner, Peter
3 Bo, Lijun
3 Calvia, Alessandro
3 Di Giacinto, Marina
3 Flandoli, Franco
3 Górajski, Mariusz
3 Horst, Ulrich
3 Lasiecka, Irena
3 Li, Zhongfei
3 Machowska, Dominika
3 Nazlipinar, Ali S.
3 Rong, Ximin
3 Rosestolato, Mauro
3 Stannat, Wilhelm
3 Trautwein, Christoph
3 Vancostenoble, Judith
3 Wu, Zhen
3 Yam, Sheung Chi Phillip
3 Yang, Donghui
3 Zeng, Yan
3 Zhang, Yubiao
3 Zhao, Hui
2 Addona, Davide
2 Aivaliotis, Georgios
2 Albanese, Angela Anna
2 Albeverio, Sergio A.
2 Avalos, George
2 Ballotta, Laura
2 Baltas, Ioannis D.
2 Barbu, Viorel
2 Barucci, Emilio
2 Bayraktar, Erhan
2 Bensoussan, Alain
2 Beyers, Conrad F. J.
2 Bonaccorsi, Stefano
2 Bonifacius, Lucas
2 Brzeźniak, Zdzisław
2 Camacho, Carmen
2 Cannarsa, Piermarco
2 Capponi, Agostino
2 Cârjă, Ovidiu
2 Carlier, Guillaume
2 Castellano, Rosella
2 Cerqueti, Roy
2 Cerrai, Sandra
2 Chen, Ping
2 Chen, Zheng
2 Confortola, Fulvia
2 Dadashi, Hassan
2 D’Albis, Hippolyte
2 Eberlein, Ernst W.
2 Ferrari, Giorgio
2 Ferrario, Benedetta
2 Frankowska, Hélène
2 Fujimoto, Kazufumi
2 Gassiat, Paul
2 Guambe, Calisto
2 Issoglio, Elena
2 Keller, Christian
2 Kufakunesu, Rodwell
2 Kunisch, Karl
...and 377 more Authors
all top 5

Cited in 119 Serials

27 SIAM Journal on Control and Optimization
20 Journal of Mathematical Economics
17 Applied Mathematics and Optimization
17 Stochastic Processes and their Applications
15 Journal of Mathematical Analysis and Applications
14 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
13 Journal of Optimization Theory and Applications
13 Insurance Mathematics & Economics
10 Journal of Differential Equations
9 Journal of Functional Analysis
9 Journal of Economic Dynamics & Control
9 European Journal of Operational Research
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Systems & Control Letters
6 International Journal of Control
6 The Annals of Probability
6 Journal of Computational and Applied Mathematics
6 Journal of Economic Theory
6 Mathematical Control and Related Fields
4 Semigroup Forum
4 Japan Journal of Industrial and Applied Mathematics
4 The Annals of Applied Probability
4 SIAM Journal on Mathematical Analysis
4 Mathematical Population Studies
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Decisions in Economics and Finance
3 Automatica
3 Czechoslovak Mathematical Journal
3 Osaka Journal of Mathematics
3 Stochastic Analysis and Applications
3 Economic Theory
3 Bernoulli
3 Finance and Stochastics
3 Abstract and Applied Analysis
3 Journal of Evolution Equations
3 Journal of Systems Science and Complexity
3 Journal of Industrial and Management Optimization
2 Computers & Mathematics with Applications
2 Annali di Matematica Pura ed Applicata. Serie Quarta
2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
2 Applied Mathematics and Computation
2 Optimal Control Applications & Methods
2 Operations Research Letters
2 Journal of Economics
2 MCSS. Mathematics of Control, Signals, and Systems
2 Annals of Operations Research
2 Journal of Global Optimization
2 Games and Economic Behavior
2 Potential Analysis
2 Random Operators and Stochastic Equations
2 NoDEA. Nonlinear Differential Equations and Applications
2 European Journal of Control
2 Mathematical Methods of Operations Research
2 Discrete Dynamics in Nature and Society
2 Quantitative Finance
2 North American Actuarial Journal
2 Advances in Difference Equations
2 Mathematical Modelling of Natural Phenomena
2 Evolution Equations and Control Theory
1 Advances in Applied Probability
1 Archive for Rational Mechanics and Analysis
1 Journal of the Franklin Institute
1 Lithuanian Mathematical Journal
1 Metrika
1 Nonlinearity
1 Integral Equations and Operator Theory
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Mathematica Slovaca
1 Memoirs of the American Mathematical Society
1 Results in Mathematics
1 Zeitschrift für Analysis und ihre Anwendungen
1 Mathematical Social Sciences
1 Acta Applicandae Mathematicae
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Social Choice and Welfare
1 Optimization
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 Journal of Applied Mathematics and Stochastic Analysis
1 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni
1 Economics Letters
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Bulletin of the American Mathematical Society. New Series
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational and Applied Mathematics
1 Bulletin des Sciences Mathématiques
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 Discrete and Continuous Dynamical Systems
1 Mathematical Problems in Engineering
1 Journal of Inequalities and Applications
1 Macroeconomic Dynamics
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 CEJOR. Central European Journal of Operations Research
1 Journal of Dynamical and Control Systems
...and 19 more Serials

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