Salvatore Federico

According to our database, Salvatore Federico authored at least 18 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models.

Filippo De Feo, Salvatore Federico, Andrzej Swiech

SIAM J. Control. Optim., 2024

2023

Two-Sided Singular Control of an Inventory with Unknown Demand Trend.

Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous

SIAM J. Control. Optim., October, 2023

2022

A dynamic theory of spatial externalities.

Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi

Games Econ. Behav., 2022

2021

On a Class of Infinite-Dimensional Singular Stochastic Control Problems.

Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner

SIAM J. Control. Optim., 2021

State Constrained Control Problems in Banach Lattices and Applications.

Alessandro Calvia, Salvatore Federico, Fausto Gozzi

SIAM J. Control. Optim., 2021

From firm to global-level pollution control: The case of transboundary pollution.

Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi

Eur. J. Oper. Res., 2021

2020

A Singular Stochastic Control Problem with Interconnected Dynamics.

Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann

SIAM J. Control. Optim., 2020

2019

Anelastic reorganisation of fibre-reinforced biological tissues.

Salvatore Di Stefano, Melania Carfagna, Markus M. Knodel, Kotaybah Hashlamoun, Salvatore Federico, Alfio Grillo

Comput. Vis. Sci., 2019

2017

Optimal Boundary Surface for Irreversible Investment with Stochastic Costs.

Tiziano De Angelis, Salvatore Federico, Giorgio Ferrari

Math. Oper. Res., 2017

2015

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.

Salvatore Federico, Paul Gassiat, Fausto Gozzi

Finance Stochastics, 2015

2014

Dynamic Programming for Optimal Control Problems with Delays in the Control Variable.

Salvatore Federico, Elisa Tacconi

SIAM J. Control. Optim., 2014

Characterization of the Optimal Boundaries in Reversible Investment Problems.

Salvatore Federico, Huyên Pham

SIAM J. Control. Optim., 2014

Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.

Salvatore Federico, Paul Gassiat

J. Optim. Theory Appl., 2014

Income drawdown option with minimum guarantee.

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna

Eur. J. Oper. Res., 2014

2011

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.

Salvatore Federico, Ben Goldys, Fausto Gozzi

SIAM J. Control. Optim., 2011

Pension funds with a minimum guarantee: a stochastic control approach.

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi

Finance Stochastics, 2011

A stochastic control problem with delay arising in a pension fund model.

Salvatore Federico

Finance Stochastics, 2011

2010

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions.

Salvatore Federico, Ben Goldys, Fausto Gozzi

SIAM J. Control. Optim., 2010