IRIS - Institutional Research Information System

Gozzi, Fausto
 Distribuzione geografica
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Continente #
NA - Nord America 7.670
EU - Europa 6.465
AS - Asia 673
SA - Sud America 34
AF - Africa 17
Continente sconosciuto - Info sul continente non disponibili 10
OC - Oceania 6
Totale 14.875
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Nazione #
US - Stati Uniti d'America 7.653
GB - Regno Unito 2.722
SE - Svezia 991
IT - Italia 851
UA - Ucraina 693
FR - Francia 420
SG - Singapore 231
CN - Cina 209
DE - Germania 206
RU - Federazione Russa 127
VN - Vietnam 125
FI - Finlandia 116
IE - Irlanda 101
PL - Polonia 68
AT - Austria 35
IN - India 31
BE - Belgio 28
NL - Olanda 28
BR - Brasile 24
HK - Hong Kong 23
CZ - Repubblica Ceca 22
JP - Giappone 15
CA - Canada 14
EU - Europa 10
IL - Israele 10
IR - Iran 9
DZ - Algeria 8
GR - Grecia 8
HU - Ungheria 8
CH - Svizzera 7
BG - Bulgaria 6
DK - Danimarca 6
PT - Portogallo 5
AE - Emirati Arabi Uniti 4
AU - Australia 4
EC - Ecuador 4
MA - Marocco 4
MX - Messico 3
NO - Norvegia 3
RS - Serbia 3
AR - Argentina 2
AZ - Azerbaigian 2
BJ - Benin 2
CO - Colombia 2
EE - Estonia 2
ES - Italia 2
KR - Corea 2
NZ - Nuova Zelanda 2
RO - Romania 2
SC - Seychelles 2
TW - Taiwan 2
AM - Armenia 1
BN - Brunei Darussalam 1
CL - Cile 1
HR - Croazia 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LT - Lituania 1
LU - Lussemburgo 1
MT - Malta 1
PH - Filippine 1
PK - Pakistan 1
SK - Slovacchia (Repubblica Slovacca) 1
SY - Repubblica araba siriana 1
TH - Thailandia 1
TJ - Tagikistan 1
TR - Turchia 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 14.875
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Città #
Southend 2.522
Fairfield 1.000
Woodbridge 812
Ashburn 676
Chandler 669
Jacksonville 601
Ann Arbor 573
Houston 452
Seattle 421
Wilmington 404
Guido 362
Cambridge 359
Dearborn 184
Singapore 151
Dong Ket 123
Princeton 101
Dublin 100
Rome 95
Beijing 93
New York 85
Philadelphia 63
Moscow 52
Milan 48
Taranto 46
London 43
San Diego 40
Warsaw 35
Bari 34
Vienna 33
Boardman 31
Kraków 30
Redwood City 29
Los Angeles 28
Brussels 26
Helsinki 23
Chicago 18
Atlanta 17
Bologna 16
Norwalk 13
Shanghai 13
Fosdinovo 12
Dallas 11
Nanjing 11
Olomouc 11
Pisa 11
Trieste 10
Turin 10
Central 9
North Bergen 9
Santa Clara 9
Verona 9
Budapest 8
Redmond 8
Tokyo 8
Toronto 8
Trento 8
Brno 7
Kilburn 7
Lappeenranta 7
Munich 7
New Bedfont 7
Paris 7
Prescot 7
Edinburgh 6
Frankfurt am Main 6
Guangzhou 6
Kunming 6
Las Vegas 6
Mundamveli 6
Rio de Janeiro 6
Amsterdam 5
Auburn Hills 5
Berlin 5
Gunzenhausen 5
Hefei 5
Miami 5
Shenzhen 5
Tehran 5
Viareggio 5
Copenhagen 4
Council Bluffs 4
Espoo 4
Frontone 4
Livorno 4
Rotterdam 4
São Paulo 4
Wandsworth 4
Wuhan 4
Almada 3
Azor 3
Brescia 3
Caserta 3
Erkrath 3
Hamburg 3
Hounslow 3
Jinan 3
Kagoya 3
Mexico City 3
Nanchang 3
Pieve D'alpago 3
Totale 10.781
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Nome #
A boundary value problem for Hamilton-Jacobi equations in Hilbert spaces. 297
Path-dependent equations and viscosity solutions in infinite dimension 276
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions 270
A dynamic programming approach to nonlinear boundary control problems of parabolic type 265
Generically distributed investments on flexible projects and endogenous growth 258
Existence of optimal strategies in linear multisector models with several consumption goods 257
Pension Funds with a Minimum Guarantee: A Stochastic Control Approach 245
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation 237
Assessment of probabilistic models for the estimation of accident propagation hazards 230
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. 230
Technology Adoption and Accumulation in a Vintage Capital Model 224
Constrained portfolio choices in the decumulation phase of a pension plan 220
Mild solutions of semilinear elliptic equations in Hilbert spaces 218
WEAK DIRICHLET PROCESSES WITH A STOCHASTIC CONTROL PERSPECTIVE 216
Impact of time illiquidity in a mixed market without full observation 215
Dynamic Programming for an Investment/Consumption problem in illiquid markets with regime-switching 212
Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension 211
A model for the optimal asset liability management for insurance companies. 211
Stochastic Optimal Control in Infinite Dimensions: Dynamic Programming and HJB Equations 210
On Dynamic Programming in Economic Models Governed by DDEs 208
Erratum to "A corrected proof of the stochastic verification theorem within the framework of viscosity solutions" 207
Optimal investment models with vintage capital: Dynamic programming approach 207
Optimal policy and consumption smoothing effects in the time-to-build AK model 203
Egalitarianism under population change: age structure does matter 202
Endogenous Growth and Wave-like Business Fluctuations. 200
On a dynamic nonsubstitution theorem and other issues in Burgstaller's ``Property and prices'' 199
Investment/consumption problem in illiquid markets with regime-switching 199
A Multisector ``AK Model'' with Endogenous Growth: Existence and Characterization of Optimal Paths and Steady States Analysis. 196
Existence of optimal strategies in linear multisector models 193
Global Regular Solutions of Second Order Hamilton-Jacobi Equations in Hilbert spaces with locally Lipschitz nonlinearities. 190
A Multisector AK model with endogenous growth: Value function and optimality conditions 186
Regularity of the minimum time function and minimum energy problems: the linear case. 183
Maintenance and Investment: Complements or Substitutes? A Reappraisal 182
A Semigroup Approach to No-Arbitrage Pricing Theory 182
Second order Hamilton-Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control. 179
Solving optimal growth models with vintage capital: The dynamic programming approach 179
Bellman Equations Associated to The Optimal Feedback Control of Stochastic Navier-Stokes Equations 179
Some results for an optimal control problem with a semilinear state equation I. 174
Stochastic optimal control of delay equations arising in advertising models 172
Generation of analytic semigroups for degenerate elliptic operators arising in financial mathematics. 170
Revisiting the optimal population size problem under endogenous growth: Minimal utility level and finite life 170
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation 170
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks 170
On the smoothness of the value function along optimal trajectories. 163
Vintage Capital in the AK growth model: a dynamic programming approach: extended version 163
Strong solutions of Cauchy Problems associated to weakly continuous semigroups. 158
Optimal portfolio choice with path dependent labor income: the infinite horizon case 158
Smoothing properties of nonlinear Transition Semigroups: case of Lipschitz nonlinearities 151
HJB Equations for the Optimal Control of DDE’s with State Constraints, I: Regularity of Viscosity Solutions 145
Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula 144
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations 143
On the dynamic programming approach for optimal control problems of PDE's with age structure 142
Optimal consumption in illiquid markets 139
Incentive Compatibility Constraints and Dynamic Programming in Continuous Time. 139
Verification results for age-structured models of economic-epidemics dynamics 135
Optimality Conditions for Dirichlet Boundary Control Problems of Parabolic Type. 134
Kolmogorov Equations Associated to Stochastic Navier-Stokes Equations. 133
Verification Theorems for Stochstic Optimal Control Problems via a Time Dependent Fukushima - Dirichlet Decomposition 129
Regular Solutions of Stationary Hamilton-Jacobi Equations in Infinite Dimensions. 128
Stochastic Optimal Control with Delay in the Control: solution through partial smoothing 119
Transition Semigroups and Solutions of Kolmogorov Equations in Hilbert Spaces. 118
Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach 117
On the dynamic programming approach for incentive constrained problems 115
Stochastic Optimal Control with Delay in the Control I: solution through partial smoothing. 114
Second order Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: L2 approach. 113
Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations 112
Geographic environmental Kuznets curves: The optimal growth linear-quadratic case 110
Some results for an infinite horizon control problem governed by a semilinear state equation. 108
Optimal advertising under uncertainty with carryover effects 107
Sufficient Conditions for Dirichlet boundary control Problems of Parabolic type. 106
On the superreplication approach for european multiasset derivatives. 105
On Investments in a Vintage Capital Model. 104
Generation of analytic semigroup and domain characterization for degenerate elliptic operators with unbounded coefficients arising in Financial Mathematics, part I. 103
Income drawdown Option with Minimum Guarantees 101
Some results for an optimal control problem with a semilinear state equation II. 100
Regularity of solutions of a second order Hamilton-Jacobi equation in Hilbert spaces and application to a control problem. 98
Viscosity solutions of dynamic programming equations for optimal control of Navier-Stokes equations. 98
Endogenous Growth in a Multi-Sector Economy 97
Precorso di Matematica 97
Strong Solutions for Kolmogorov Equations in Hilbert Spaces. 95
Robust portfolio choice with sticky wages 93
Optimal Advertising with a Continuum of Goods. 90
Alcune osservazioni sull'immunizzazione semideterministica. 90
On the superreplication approach for interest rates derivatives. 89
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 86
Generation of analytic semigroup and domain characterization for degenerate elliptic operators with unbounded coefficients arising in Financial Mathematics, part II. 81
On the Closability of Directional Gradients. 80
Internal habits formation and optimality 77
Second order Hamilton-Jacobi Equations in Hilbert Spaces and Stochastic Control. 76
A Stochastic Model of Economic Growth in Time-Space 75
Matematica di Base per l'economia e l'azienda. Esercizi e testi d'esame svolti. 70
A dynamic theory of spatial externalities 69
From firm to global-level pollution control: The case of transboundary pollution 65
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks 58
Optimal dividend payout under stochastic discounting 51
State Constrained Control Problems in Banach Lattices and Applications 49
Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function 48
Corrigendum to “Mild solutions of semilinear elliptic equations in Hilbert spaces” [J. Differential Equations 262 (2017) 3343–3389] (S0022039616304405) (10.1016/j.jde.2016.11.031)) 43
Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution 39
Minimum energy with infinite horizon: From stationary to non-stationary states 38
Totale 14.910
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Categoria #
all - tutte 64.600
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 64.600
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.268 0 0 0 0 0 215 282 228 301 63 166 13
2020/20212.870 80 179 313 22 501 268 303 58 326 99 470 251
2021/20221.145 153 130 65 101 44 145 44 157 66 88 79 73
2022/20232.481 338 156 280 433 252 301 56 190 238 60 99 78
2023/2024877 51 34 127 41 112 216 53 67 18 33 33 92
2024/2025560 114 78 84 128 93 63 0 0 0 0 0 0
Totale 15.128