Gozzi, Fausto
A boundary value problem for Hamilton-Jacobi equations in Hilbert spaces.
1991 Cannarsa, P.; Gozzi, Fausto; Soner, H. M.
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
2009 Gozzi, Fausto; Swiech, A.; Zhou, X. Y.
A dynamic programming approach to nonlinear boundary control problems of parabolic type
1993 Cannarsa, P.; Gozzi, Fausto; Soner, H. M.
A dynamic theory of spatial externalities
2022 Boucekkine, R.; Fabbri, G.; Federico, S.; Gozzi, Fausto
A model for the optimal asset liability management for insurance companies.
2003 Sbaraglia, S.; Papi, M.; Briani, M; Bernaschi, M.; Gozzi, Fausto
A Multisector ``AK Model'' with Endogenous Growth: Existence and Characterization of Optimal Paths and Steady States Analysis.
2001 Freni, G.; Gozzi, Fausto; Salvadori, N.
A Multisector AK model with endogenous growth: Value function and optimality conditions
2008 Freni, G; Gozzi, Fausto; Pignotti, C.
A Semigroup Approach to No-Arbitrage Pricing Theory
1999 Barucci, E.; Gozzi, Fausto; Vespri, V.
A simple planning problem for COVID-19 lockdown: a dynamic programming approach
2024 Calvia, Alessandro; Gozzi, Fausto; Lippi, Francesco; Zanco, Giovanni Alessandro
A Stochastic Model of Economic Growth in Time-Space
2022 Gozzi, Fausto; Leocata, Marta
Alcune osservazioni sull'immunizzazione semideterministica.
1996 Gozzi, Fausto
An optimal advertising model with carryover effect and mean field terms
2024 Gozzi, Fausto; Masiero, F.; Rosestolato, Mauro
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
2024 Calvia, Alessandro; Gozzi, Fausto; Leocata, Marta; Papayiannis, G. I.; Xepapadeas, A.; Yannacopoulos, A. N.
Assessment of probabilistic models for the estimation of accident propagation hazards
2001 Cozzani, Valerio; Gozzi, Fausto; Mazzoni, Antonio; Zanelli, Severino
Balancing economic and epidemiological interventions in the early stages of pathogen emergence
2023 Dobson, A.; Ricci, Cristiano; Boucekkine, R.; Gozzi, Fausto; Fabbri, G.; Loch-Temzelides, T.; Pascual, M.
Bellman Equations Associated to The Optimal Feedback Control of Stochastic Navier-Stokes Equations
2005 Gozzi, Fausto; S. S., Sritharan; Andrezej, Świȩch
Constrained portfolio choices in the decumulation phase of a pension plan
2010 DI GIACINTO, M; Federico, S; Gozzi, Fausto; Vigna, E.
Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function
2021 Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
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))
2017 Federico, S.; Gozzi, Fausto
Dynamic Programming for an Investment/Consumption problem in illiquid markets with regime-switching
2014 Gassiat, P.; Gozzi, Fausto; Pham, H.