Fausto Gozzi
Personal Details
| First Name: | Fausto |
| Middle Name: | |
| Last Name: | Gozzi |
| Suffix: | |
| RePEc Short-ID: | pgo179 |
| [This author has chosen not to make the email address public] | |
| Terminal Degree: | 1998 Quantitative Finance Group; Scuola Normale Superiore (from RePEc Genealogy) |
Affiliation
Dipartimento di Economia e Finanza (DEF)
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)
Roma, Italyhttp://ricerca.economiaefinanza.luiss.it/
RePEc:edi:deluiit (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Filippo de Feo & Fausto Gozzi & Andrzej 'Swik{e}ch & Lukas Wessels, 2025. "Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications," Papers 2511.21646, arXiv.org.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025.
"Differential climate games with heterogenous players,"
AMSE Working Papers
2534, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025. "Differential Climate Games with Heterogenous Players," Working Papers 2025-04, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Silvia Faggian & Salvatore Federico & Fausto Gozzi, 2025.
"Optimal Control in Infinite Dimensional Spaces and Economic Modeling: State of the Art and Perspectives,"
Working Papers
2025-06, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Silvia Faggian & Salvatore Federico & Fausto Gozzi, 2025. "Optimal Control in Infinite Dimensional Spaces and Economic Modeling: State of the Art and Perspectives," Working Papers 2025: 16, Department of Economics, University of Venice "Ca' Foscari".
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025.
"An integral transformation approach to differential games: a climate model application,"
Papers
2501.01749, arXiv.org.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi & Ted Loch-Temzelides & Cristiano Ricci, 2025. "An integral transformation approach to differential games: a climate model application," LIDAM Discussion Papers IRES 2025001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Emmanuelle Augeraud-V'eron & Daria Ghilli & Fausto Gozzi & Marta Leocata, 2025. "Optimal policies for environmental assets under spatial heterogeneity and global awareness," Papers 2510.21397, arXiv.org.
- Alessandro Calvia & Salvatore Federico & Giorgio Ferrari & Fausto Gozzi, 2024. "Existence and uniqueness results for a mean-field game of optimal investment," Papers 2404.02871, arXiv.org, revised May 2026.
- Fausto Gozzi & Marta Leocata & Giulia Pucci, 2024. "Network-Based Optimal Control of Pollution Growth," Papers 2406.15338, arXiv.org, revised Jan 2026.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti, 2024.
"Fifty years of mathematical growth theory: Classical topics and new trends,"
AMSE Working Papers
2406, Aix-Marseille School of Economics, France.
- Augeraud-Veron, Emmanuelle & Boucekkine, Raouf & Gozzi, Fausto & Venditti, Alain & Zou, Benteng, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Emmanuelle Augeraud-Veron & Raouf Boucekkine & Fausto Gozzi & Alain Vendetti & Benteng Zou, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," DEM Discussion Paper Series 24-02, Department of Economics at the University of Luxembourg.
- Emmanuelle Augeraud Veron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti & Beteng Zou, 2024. "Fifty Years of Mathematical Growth Theory: Classical Topics and New Trends," Post-Print hal-04542665, HAL.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti & Benteng Zou, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," Working Papers hal-04465039, HAL.
- Raouf Boucekkine & Giorgio Fabbri & S. Federico & Fausto Gozzi & Claudio Ricci & Ted Loch-Temzelides, 2024.
"A simple model on climate change and the design of international climate agreements,"
Post-Print
halshs-04834425, HAL.
- Giorgio Fabbri, 2024. "A simple model on climate change and the design of international climate agreements," Post-Print halshs-04834451, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi & Claudio Ricci & Ted Loch-Temzelides, 2024. "A simple model on climate change and the design of international climate agreements," Post-Print halshs-04834434, HAL.
- Giorgio Fabbri, 2024. "A simple model on climate change and the design of international climate agreements," Post-Print halshs-04834413, HAL.
- Alessandro Calvia & Fausto Gozzi & Marta Leocata & Georgios I. Papayiannis & Anastasios Xepapadeas & Athanasios N. Yannacopoulos, 2023.
"An optimal control problem with state constraints in a spatio-temporal economic growth model on networks,"
Papers
2304.11568, arXiv.org.
- Calvia, Alessandro & Gozzi, Fausto & Leocata, Marta & Papayiannis, Georgios I. & Xepapadeas, Anastasios & Yannacopoulos, Athanasios N., 2024. "An optimal control problem with state constraints in a spatio-temporal economic growth model on networks," Journal of Mathematical Economics, Elsevier, vol. 113(C).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2022.
"Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution,"
Post-Print
hal-03463547, HAL.
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2022. "Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution," Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2021.
"Mobility decisions, economic dynamics and epidemic,"
Papers
2107.01746, arXiv.org, revised Oct 2023.
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2024. "Mobility decisions, economic dynamics and epidemic," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(1), pages 495-531, February.
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2021. "Mobilty Decisions, Economic Dynamics and Epidemic," LIDAM Discussion Papers IRES 2021017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2022. "Mobility decisions, economic dynamics and Epidemic," Working Papers 2022-03, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2022. "Mobility Decisions, Economic Dynamics And Epidemic," LIDAM Discussion Papers IRES 2022028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2024. "Mobility decisions, economic dynamics and epidemic," Post-Print hal-04153998, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "From firm to global-level pollution control: The case of transboundary pollution," Post-Print hal-02949275, HAL.
- Mauro Bambi & Daria Ghilli & Fausto Gozzi & Marta Leocata, 2021. "Habits and demand changes after COVID-19," Papers 2107.00909, arXiv.org, revised Mar 2022.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2020.
"Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function,"
Working Papers
2020-02, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function," Post-Print hal-02548170, HAL.
- Bandini, Elena & de Angelis, Tiziano & Ferrari, Giorgio & Gozzi, Fausto, 2020.
"Optimal Dividend Payout under Stochastic Discounting,"
Center for Mathematical Economics Working Papers
636, Center for Mathematical Economics, Bielefeld University.
- Elena Bandini & Tiziano De Angelis & Giorgio Ferrari & Fausto Gozzi, 2022. "Optimal dividend payout under stochastic discounting," Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 627-677, April.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2020.
"From firm to global-level pollution control: The case of transboundary pollution,"
Working Papers
2020-08, Grenoble Applied Economics Laboratory (GAEL).
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2021. "From firm to global-level pollution control: The case of transboundary pollution," European Journal of Operational Research, Elsevier, vol. 290(1), pages 331-345.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico, 2020. "From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution," Department of Economics University of Siena 818, Department of Economics, University of Siena.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "From firm to global-level pollution control: the case of transboundary pollution," Post-Print hal-03467909, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020.
"A dynamic theory of spatial externalities,"
AMSE Working Papers
2018, Aix-Marseille School of Economics, France.
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2022. "A dynamic theory of spatial externalities," Games and Economic Behavior, Elsevier, vol. 132(C), pages 133-165.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "A dynamic theory of spatial externalities," Papers 2112.10584, arXiv.org.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2021. "A dynamic theory of spatial externalities," Working Papers 2021-04, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020. "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES 2020017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2022. "A dynamic theory of spatial externalities," Post-Print hal-03727751, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES 2021028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2020.
"Verification Results for Age-Structured Models of Economic-Epidemics Dynamics,"
Papers
2008.07335, arXiv.org.
- Fabbri, Giorgio & Gozzi, Fausto & Zanco, Giovanni, 2021. "Verification results for age-structured models of economic–epidemics dynamics," Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021. "Verification results for age-structured models of economic–epidemics dynamics," Post-Print halshs-03038968, HAL.
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021. "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES 2021004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Enrico Biffis & Fausto Gozzi & Cecilia Prosdocimi, 2020. "Optimal portfolio choice with path dependent labor income: the infinite horizon case," Papers 2002.00201, arXiv.org.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020.
"Optimal location of economic activity and population density: The role of the social welfare function,"
AMSE Working Papers
2003, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020. "Optimal location of economic activity and population density: The role of the social welfare function," Working Papers halshs-02472772, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019.
"A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution,"
AMSE Working Papers
1926, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution," Working Papers hal-02314035, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution," LIDAM Discussion Papers IRES 2019016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "A Spatiotemporal Framework for the Analytical Study of Optimal Growth Under Transboundary Pollution," Department of Economics University of Siena 813, Department of Economics, University of Siena.
- Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019.
"Optimal investment with vintage capital: equilibrium distributions,"
Working Papers
2019: 12, Department of Economics, University of Venice "Ca' Foscari".
- Faggian, Silvia & Gozzi, Fausto & Kort, Peter M., 2021. "Optimal investment with vintage capital: Equilibrium distributions," Journal of Mathematical Economics, Elsevier, vol. 96(C).
- Mauro Bambi & Fausto Gozzi, 2019.
"Internal Habit Formation and Optimality,"
Department of Economics Working Papers
2019_01, Durham University, Department of Economics.
- Bambi, Mauro & Gozzi, Fausto, 2020. "Internal habits formation and optimality," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 165-172.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018.
"Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case,"
AMSE Working Papers
1813, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018. "Geographic environmental Kuznets curves: The optimal growth linear-quadratic case," Working Papers hal-01795160, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018. "Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case," Working Papers halshs-01792440, HAL.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2018. "Geographic environmental Kuznets curves: The optimal growth linear-quadratic case," Working Papers 2018-10, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "Geographic environmental Kuznets curves: the optimal growth linear-quadratic case," Post-Print hal-02194227, HAL.
- Giorgio Fabbri & Fausto Gozzi & Andrzej Swiech, 2017. "Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations," Post-Print hal-01505767, HAL.
- Raouf BOUCEKKINE & Giorgio FABBRI & Salvatore FEDERICO & Fausto GOZZI, 2017.
"Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach,"
LIDAM Discussion Papers IRES
2017006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "Growth and agglomeration in the heterogeneous space: a generalized AK approach," Journal of Economic Geography, Oxford University Press, vol. 19(6), pages 1287-1318.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2017. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," Working Papers halshs-01399995, HAL.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2018. "Growth and agglomeration in the heterogeneous space: A generalized AK approach," Working Papers 2018-02, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018. "Growth and agglomeration in the heterogeneous space: A generalized AK approach," Working Papers hal-01713905, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," Post-Print hal-01825777, HAL.
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017.
"Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension,"
Post-Print
hal-02871232, HAL.
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017. "Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 584-611, May.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2015.
"Generically distributed investments on flexible projects and endogenous growth,"
Working Papers - Mathematical Economics
2015-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Mauro Bambi & Cristina Girolami & Salvatore Federico & Fausto Gozzi, 2017. "Generically distributed investments on flexible projects and endogenous growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 521-558, February.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2014. "On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model," Discussion Papers 14/15, Department of Economics, University of York.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2014.
"Egalitarianism under population change: age structure does matter,"
Documents de recherche
14-07, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Boucekkine, R. & Fabbri, G. & Gozzi, F., 2014. "Egalitarianism under population change: Age structure does matter," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 86-100.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2014. "Egalitarianism under population change: Age structure does matter," Post-Print hal-01463923, HAL.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2013.
"Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation,"
Papers
1301.0280, arXiv.org, revised Feb 2015.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Finance and Stochastics, Springer, vol. 19(2), pages 415-448, April.
- Fausto Gozzi, 2012. "Mathematical Tools for Economic Dynamics: Dynamic Optimization," Discussion Papers 19_2012, CRISEI, University of Naples "Parthenope", Italy.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2012.
"Impact of time illiquidity in a mixed market without full observation,"
Papers
1211.1285, arXiv.org, revised Mar 2015.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2017. "Impact Of Time Illiquidity In A Mixed Market Without Full Observation," Mathematical Finance, Wiley Blackwell, vol. 27(2), pages 401-437, April.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2012.
"Egalitarism under Population Change. The Role of Growth and Lifetime Span,"
AMSE Working Papers
1211, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2012. "Egalitarism under Population Change: The Role of Growth and Lifetime Span," Working Papers halshs-00793188, HAL.
- Giorgio Fabbri & Raouf Boucekkiney & Fausto Gozzi, 2012. "Egalitarism Under Population Change: the Role of Growth and Lifetime Span," DEGIT Conference Papers c017_007, DEGIT, Dynamics, Economic Growth, and International Trade.
- Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2012.
"Income drawdown option with minimum guarantee,"
Carlo Alberto Notebooks
272, Collegio Carlo Alberto.
- Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena, 2014. "Income drawdown option with minimum guarantee," European Journal of Operational Research, Elsevier, vol. 234(3), pages 610-624.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2011.
"Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives,"
Working Papers
halshs-00599084, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2011. "Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 18(3), pages 287-305.
- Paul Gassiat & Fausto Gozzi & Huy^en Pham, 2011.
"Investment/consumption problem in illiquid markets with regime-switching,"
Papers
1107.4210, arXiv.org, revised Apr 2012.
- Paul Gassiat & Fausto Gozzi & Huyen Pham, 2011. "Investment/consumption problem in illiquid markets with regimes switching," Working Papers hal-00610214, HAL.
- Raouf BOUCEKKINE & Giorgio FABBRI & Fausto GOZZI, 2011.
"Life span and the problem of optimal population size,"
LIDAM Discussion Papers IRES
2011018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2010. "Life span and the problem of optimal population size," Working Papers halshs-00536073, HAL.
- Mauro BAMBI & Giorgio FABBRI & Fausto GOZZI, 2010.
"Optimal policy and consumption smoothing effects in the time-to-build AK model,"
LIDAM Discussion Papers IRES
2010029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- M. Bambi & G. Fabbri & F. Gozzi, 2012. "Optimal policy and consumption smoothing effects in the time-to-build AK model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 635-669, August.
- M. Bambi & G. Fabbri & F. Gozzi, 2012. "Optimal policy and consumption smoothing effects in the time-to-build AK model," Post-Print hal-01615440, HAL.
- Bambi, Mauro & Fabbri, Giorgio & Gozzi, Fausto, 2009. "Optimal policy and consumption smoothing effects in the time-to-build AK model," MPRA Paper 17128, University Library of Munich, Germany.
- Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2010. "Constrained portfolio choices in the decumulation phase of a pension plan," Carlo Alberto Notebooks 155, Collegio Carlo Alberto.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & GOZZI, Fausto, 2010.
"Maintenance and investment: complements or substitutes? A reappraisal,"
LIDAM Reprints CORE
2333, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Boucekkine, R. & Fabbri, G. & Gozzi, F., 2010. "Maintenance and investment: Complements or substitutes? A reappraisal," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2420-2439, December.
- Raouf BOUCEKKINE & Giorgio FABBRI & Fausto GOZZI, 2009. "Maintenance and investment : Complements or Substitutes ? A Reappraisal," LIDAM Discussion Papers IRES 2009010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2009. "Maintenance and investment: complements or substitutes? A reappraisal," Working Papers 2009_21, Business School - Economics, University of Glasgow.
- R. Boucekkine & G. Fabbri & F. Gozzi, 2010. "Maintenance and investment: Complements or substitutes? A reappraisal," Post-Print hal-00743831, HAL.
- Freni, Giuseppe & Gozzi, Fausto & Salvadori, Neri, 2009.
"Existence of Optimal Strategies in Linear Multisector Models with several consumption goods,"
MPRA Paper
18766, University Library of Munich, Germany.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2017. "Existence of optimal strategies in linear multisector models with several consumption goods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 199-229, November.
- Silvia Faggian & Fausto Gozzi, 2008.
"Optimal investment models with vintage capital: Dynamic Programming approach,"
Working Papers
174, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Faggian, Silvia & Gozzi, Fausto, 2010. "Optimal investment models with vintage capital: Dynamic programming approach," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 416-437, July.
- Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2008.
"Optimal consumption policies in illiquid markets,"
Working Papers
hal-00292673, HAL.
- Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2011. "Optimal consumption policies in illiquid markets," Finance and Stochastics, Springer, vol. 15(1), pages 85-115, January.
- Giorgio Fabbri & Fausto Gozzi, 2008.
"Solving optimal growth models with vintage capital: The dynamic programming approach,"
Post-Print
hal-01615446, HAL.
- Fabbri, Giorgio & Gozzi, Fausto, 2008. "Solving optimal growth models with vintage capital: The dynamic programming approach," Journal of Economic Theory, Elsevier, vol. 143(1), pages 331-373, November.
- Fabbri, Giorgio & Gozzi, Fausto & Swiech, Andrzej, 2007. "Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations," MPRA Paper 3547, University Library of Munich, Germany.
- Fabbri, Giorgio & Faggian, Silvia & Gozzi, Fausto, 2006. "On the Dynamic Programming approach to economic models governed by DDE's," MPRA Paper 2825, University Library of Munich, Germany.
- Fabbri, Giorgio & Gozzi, Fausto, 2006. "Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version," MPRA Paper 7334, University Library of Munich, Germany.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2004.
"Existence of Optimal Strategies in linear Multisector Models,"
Discussion Papers
2004/29, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2006. "Existence of optimal strategies in linear multisector models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(1), pages 25-48, September.
- Fausto Gozzi & Simona Sanfelici, 2002. "Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates," Computing in Economics and Finance 2002 130, Society for Computational Economics.
- Fausto Gozzi & Simona Sanfelici, 2002.
"Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates,"
Computing in Economics and Finance 2002
129, Society for Computational Economics.
repec:hal:wpaper:halshs-02613177 is not listed on IDEAS - Emilio Barucci & F. Gozzi, "undated". "Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach," Computing in Economics and Finance 1997 81, Society for Computational Economics.
Articles
- Mauro Bambi & Daria Ghilli & Fausto Gozzi & Marta Leocata, 2025. "Optimal planning in habit formation models with multiple goods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 205-222, June.
- Alessandro Calvia & Fausto Gozzi & Francesco Lippi & Giovanni Zanco, 2024. "A simple planning problem for COVID-19 lockdown: a dynamic programming approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(1), pages 169-196, February.
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2024.
"Mobility decisions, economic dynamics and epidemic,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(1), pages 495-531, February.
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2021. "Mobilty Decisions, Economic Dynamics and Epidemic," LIDAM Discussion Papers IRES 2021017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2021. "Mobility decisions, economic dynamics and epidemic," Papers 2107.01746, arXiv.org, revised Oct 2023.
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2022. "Mobility decisions, economic dynamics and Epidemic," Working Papers 2022-03, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2022. "Mobility Decisions, Economic Dynamics And Epidemic," LIDAM Discussion Papers IRES 2022028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Salvatore Federico & Davide Fiaschi & Fausto Gozzi, 2024. "Mobility decisions, economic dynamics and epidemic," Post-Print hal-04153998, HAL.
- Alessandro Calvia & Gianluca Cappa & Fausto Gozzi & Enrico Priola, 2023. "HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces," Journal of Optimization Theory and Applications, Springer, vol. 198(2), pages 710-744, August.
- Djehiche, Boualem & Gozzi, Fausto & Zanco, Giovanni & Zanella, Margherita, 2022. "Optimal portfolio choice with path dependent benchmarked labor income: A mean field model," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 48-85.
- Elena Bandini & Tiziano De Angelis & Giorgio Ferrari & Fausto Gozzi, 2022.
"Optimal dividend payout under stochastic discounting,"
Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 627-677, April.
- Bandini, Elena & de Angelis, Tiziano & Ferrari, Giorgio & Gozzi, Fausto, 2020. "Optimal Dividend Payout under Stochastic Discounting," Center for Mathematical Economics Working Papers 636, Center for Mathematical Economics, Bielefeld University.
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2022.
"A dynamic theory of spatial externalities,"
Games and Economic Behavior, Elsevier, vol. 132(C), pages 133-165.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "A dynamic theory of spatial externalities," Papers 2112.10584, arXiv.org.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020. "A dynamic theory of spatial externalities," AMSE Working Papers 2018, Aix-Marseille School of Economics, France.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2021. "A dynamic theory of spatial externalities," Working Papers 2021-04, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2020. "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES 2020017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2022. "A dynamic theory of spatial externalities," Post-Print hal-03727751, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES 2021028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2022.
"Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2022. "Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution," Post-Print hal-03463547, HAL.
- Fabbri, Giorgio & Gozzi, Fausto & Zanco, Giovanni, 2021.
"Verification results for age-structured models of economic–epidemics dynamics,"
Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2020. "Verification Results for Age-Structured Models of Economic-Epidemics Dynamics," Papers 2008.07335, arXiv.org.
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021. "Verification results for age-structured models of economic–epidemics dynamics," Post-Print halshs-03038968, HAL.
- Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021. "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES 2021004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2021.
"From firm to global-level pollution control: The case of transboundary pollution,"
European Journal of Operational Research, Elsevier, vol. 290(1), pages 331-345.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico, 2020. "From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution," Department of Economics University of Siena 818, Department of Economics, University of Siena.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "From firm to global-level pollution control: the case of transboundary pollution," Post-Print hal-03467909, HAL.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2020. "From firm to global-level pollution control: The case of transboundary pollution," Working Papers 2020-08, Grenoble Applied Economics Laboratory (GAEL).
- Faggian, Silvia & Gozzi, Fausto & Kort, Peter M., 2021.
"Optimal investment with vintage capital: Equilibrium distributions,"
Journal of Mathematical Economics, Elsevier, vol. 96(C).
- Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019. "Optimal investment with vintage capital: equilibrium distributions," Working Papers 2019: 12, Department of Economics, University of Venice "Ca' Foscari".
- Bambi, Mauro & Gozzi, Fausto, 2020.
"Internal habits formation and optimality,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 165-172.
- Mauro Bambi & Fausto Gozzi, 2019. "Internal Habit Formation and Optimality," Department of Economics Working Papers 2019_01, Durham University, Department of Economics.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019.
"Growth and agglomeration in the heterogeneous space: a generalized AK approach,"
Journal of Economic Geography, Oxford University Press, vol. 19(6), pages 1287-1318.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2017. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," Working Papers halshs-01399995, HAL.
- Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2018. "Growth and agglomeration in the heterogeneous space: A generalized AK approach," Working Papers 2018-02, Grenoble Applied Economics Laboratory (GAEL).
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018. "Growth and agglomeration in the heterogeneous space: A generalized AK approach," Working Papers hal-01713905, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2019. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," Post-Print hal-01825777, HAL.
- Raouf BOUCEKKINE & Giorgio FABBRI & Salvatore FEDERICO & Fausto GOZZI, 2017. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," LIDAM Discussion Papers IRES 2017006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Mauro Bambi & Cristina Girolami & Salvatore Federico & Fausto Gozzi, 2017.
"Generically distributed investments on flexible projects and endogenous growth,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 521-558, February.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2015. "Generically distributed investments on flexible projects and endogenous growth," Working Papers - Mathematical Economics 2015-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2017.
"Impact Of Time Illiquidity In A Mixed Market Without Full Observation,"
Mathematical Finance, Wiley Blackwell, vol. 27(2), pages 401-437, April.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2012. "Impact of time illiquidity in a mixed market without full observation," Papers 1211.1285, arXiv.org, revised Mar 2015.
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017.
"Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension,"
Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 584-611, May.
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017. "Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension," Post-Print hal-02871232, HAL.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2017.
"Existence of optimal strategies in linear multisector models with several consumption goods,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 199-229, November.
- Freni, Giuseppe & Gozzi, Fausto & Salvadori, Neri, 2009. "Existence of Optimal Strategies in Linear Multisector Models with several consumption goods," MPRA Paper 18766, University Library of Munich, Germany.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015.
"Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation,"
Finance and Stochastics, Springer, vol. 19(2), pages 415-448, April.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2013. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Papers 1301.0280, arXiv.org, revised Feb 2015.
- Boucekkine, R. & Fabbri, G. & Gozzi, F., 2014.
"Egalitarianism under population change: Age structure does matter,"
Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 86-100.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2014. "Egalitarianism under population change: age structure does matter," Documents de recherche 14-07, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2014. "Egalitarianism under population change: Age structure does matter," Post-Print hal-01463923, HAL.
- Bambi, Mauro & Gozzi, Fausto & Licandro, Omar, 2014. "Endogenous growth and wave-like business fluctuations," Journal of Economic Theory, Elsevier, vol. 154(C), pages 68-111.
- Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena, 2014.
"Income drawdown option with minimum guarantee,"
European Journal of Operational Research, Elsevier, vol. 234(3), pages 610-624.
- Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2012. "Income drawdown option with minimum guarantee," Carlo Alberto Notebooks 272, Collegio Carlo Alberto.
- M. Bambi & G. Fabbri & F. Gozzi, 2012.
"Optimal policy and consumption smoothing effects in the time-to-build AK model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 635-669, August.
- Mauro BAMBI & Giorgio FABBRI & Fausto GOZZI, 2010. "Optimal policy and consumption smoothing effects in the time-to-build AK model," LIDAM Discussion Papers IRES 2010029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- M. Bambi & G. Fabbri & F. Gozzi, 2012. "Optimal policy and consumption smoothing effects in the time-to-build AK model," Post-Print hal-01615440, HAL.
- Bambi, Mauro & Fabbri, Giorgio & Gozzi, Fausto, 2009. "Optimal policy and consumption smoothing effects in the time-to-build AK model," MPRA Paper 17128, University Library of Munich, Germany.
- Marina Di Giacinto & Salvatore Federico & Fausto Gozzi, 2011. "Pension funds with a minimum guarantee: a stochastic control approach," Finance and Stochastics, Springer, vol. 15(2), pages 297-342, June.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2011.
"Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life,"
Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 18(3), pages 287-305.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2011. "Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives," Working Papers halshs-00599084, HAL.
- Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2011.
"Optimal consumption policies in illiquid markets,"
Finance and Stochastics, Springer, vol. 15(1), pages 85-115, January.
- Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2008. "Optimal consumption policies in illiquid markets," Working Papers hal-00292673, HAL.
- Faggian, Silvia & Gozzi, Fausto, 2010.
"Optimal investment models with vintage capital: Dynamic programming approach,"
Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 416-437, July.
- Silvia Faggian & Fausto Gozzi, 2008. "Optimal investment models with vintage capital: Dynamic Programming approach," Working Papers 174, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Boucekkine, R. & Fabbri, G. & Gozzi, F., 2010.
"Maintenance and investment: Complements or substitutes? A reappraisal,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2420-2439, December.
- Raouf BOUCEKKINE & Giorgio FABBRI & Fausto GOZZI, 2009. "Maintenance and investment : Complements or Substitutes ? A Reappraisal," LIDAM Discussion Papers IRES 2009010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2009. "Maintenance and investment: complements or substitutes? A reappraisal," Working Papers 2009_21, Business School - Economics, University of Glasgow.
- R. Boucekkine & G. Fabbri & F. Gozzi, 2010. "Maintenance and investment: Complements or substitutes? A reappraisal," Post-Print hal-00743831, HAL.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & GOZZI, Fausto, 2010. "Maintenance and investment: complements or substitutes? A reappraisal," LIDAM Reprints CORE 2333, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- F. Gozzi & C. Marinelli & S. Savin, 2009. "On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects," Journal of Optimization Theory and Applications, Springer, vol. 142(2), pages 291-321, August.
- Freni, Giuseppe & Gozzi, Fausto & Pignotti, Cristina, 2008. "Optimal strategies in linear multisector models: Value function and optimality conditions," Journal of Mathematical Economics, Elsevier, vol. 44(1), pages 55-86, January.
- Fabbri, Giorgio & Gozzi, Fausto, 2008.
"Solving optimal growth models with vintage capital: The dynamic programming approach,"
Journal of Economic Theory, Elsevier, vol. 143(1), pages 331-373, November.
- Giorgio Fabbri & Fausto Gozzi, 2008. "Solving optimal growth models with vintage capital: The dynamic programming approach," Post-Print hal-01615446, HAL.
- Giorgio Fabbri & Silvia Faggian & Fausto Gozzi, 2008. "On Dynamic Programming in Economic Models Governed by DDEs," Mathematical Population Studies, Taylor & Francis Journals, vol. 15(4), pages 267-290.
- Goldys, B. & Gozzi, F., 2006. "Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1932-1963, December.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2006.
"Existence of optimal strategies in linear multisector models,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(1), pages 25-48, September.
- Giuseppe Freni & Fausto Gozzi & Neri Salvadori, 2004. "Existence of Optimal Strategies in linear Multisector Models," Discussion Papers 2004/29, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Gozzi, Fausto & Russo, Francesco, 2006. "Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1530-1562, November.
- Gozzi, Fausto & Russo, Francesco, 2006. "Weak Dirichlet processes with a stochastic control perspective," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1563-1583, November.
- Silvia Faggian* & Fausto Gozzi, 2004. "On The Dynamic Programming Approach For Optimal Control Problems Of Pde'S With Age Structure," Mathematical Population Studies, Taylor & Francis Journals, vol. 11(3-4), pages 233-270.
- S. Sbaraglia & M. Papi & M. Briani & M. Bernaschi & F. Gozzi, 2003. "A Model For The Optimal Asset-Liability Management For Insurance Companies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 277-299.
- Fausto Gozzi & Tiziano Vargiolu, 2002. "Superreplication of European multiasset derivatives with bounded stochastic volatility," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 55(1), pages 69-91, March.
- Emilio Barucci & Fausto Gozzi, 2001. "Technology adoption and accumulation in a vintage-capital model," Journal of Economics, Springer, vol. 74(1), pages 1-38, February.
- Fausto Gozzi & Giuseppe Freni, 2001. "On a Dynamic Non-Substitution Theorem and Other Issues in Burgstaller's Property and Prices," Metroeconomica, Wiley Blackwell, vol. 52(2), pages 181-196, May.
- Barucci, Emilio & Gozzi, Fausto & Swiech, Andrzej, 2000. "Incentive compatibility constraints and dynamic programming in continuous time," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 471-508, December.
- E. Barucci & F. Gozzi, 1999. "Optimal advertising with a continuum of goods," Annals of Operations Research, Springer, vol. 88(0), pages 15-29, January.
- Barucci, Emilio & Gozzi, Fausto, 1998. "Investment in a vintage capital model," Research in Economics, Elsevier, vol. 52(2), pages 159-188, June.
Chapters
- Fausto Gozzi & Roberto Monte & M. Elisabetta Tessitore, 2018. "On the Dynamic Programming Approach to Incentive Constraint Problems," Lecture Notes in Economics and Mathematical Systems, in: Gustav Feichtinger & Raimund M. Kovacevic & Gernot Tragler (ed.), Control Systems and Mathematical Methods in Economics, pages 81-96, Springer.
- Massimiliano Giuli & Fausto Gozzi & Roberto Monte & Vincenzo Vespri, 2007. "Generation of Analytic Semigroups and Domain Characterization for Degenerate Elliptic Operators with Unbounded Coefficients Arising in Financial Mathematics. Part II," Springer Books, in: Herbert Amann & Wolfgang Arendt & Matthias Hieber & Frank M. Neubrander & Serge Nicaise & Joachim vo (ed.), Functional Analysis and Evolution Equations, pages 315-330, Springer.
Books
- Fausto Gozzi & Federica Masiero & Mauro Rosestolato, 2024. "An optimal advertising model with carryover effect and mean field terms," Mathematics and Financial Economics, Springer, volume 18, number 9, June.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 60 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENV: Environmental Economics (23) 2018-05-28 2018-05-28 2018-06-18 2018-06-18 2019-10-21 2019-10-28 2019-10-28 2020-04-06 2020-06-15 2020-06-15 2020-06-22 2020-06-29 2020-09-21 2021-10-04 2022-01-03 2022-01-10 2022-01-24 2022-01-24 2022-01-24 2024-07-22 2025-09-22 2025-11-03 2026-01-12. Author is listed
- NEP-DGE: Dynamic General Equilibrium (15) 2007-04-21 2009-05-30 2009-07-03 2009-09-11 2010-09-11 2011-05-24 2011-06-18 2014-09-25 2015-11-07 2016-12-11 2019-02-18 2021-07-26 2021-11-01 2025-09-22 2026-01-12. Author is listed
- NEP-GEO: Economic Geography (14) 2016-12-11 2017-05-28 2018-02-26 2018-04-02 2019-10-21 2020-02-24 2020-03-02 2020-04-27 2020-06-15 2020-06-22 2021-10-04 2021-11-01 2022-01-03 2023-05-22. Author is listed
- NEP-GRO: Economic Growth (14) 2014-09-25 2014-11-01 2015-11-07 2016-12-11 2017-05-28 2018-02-26 2018-04-02 2019-02-18 2020-02-24 2020-03-02 2020-04-06 2021-11-01 2023-05-22 2024-03-11. Author is listed
- NEP-GTH: Game Theory (13) 2020-06-15 2020-06-22 2021-10-04 2022-01-03 2022-01-24 2023-01-23 2023-04-10 2023-11-13 2024-05-13 2025-01-20 2025-09-22 2025-11-03 2026-01-12. Author is listed
- NEP-ENE: Energy Economics (12) 2018-05-28 2018-06-18 2019-10-21 2019-10-28 2020-04-06 2020-06-29 2020-09-21 2021-10-04 2022-01-03 2022-01-10 2022-01-24 2022-01-24. Author is listed
- NEP-MAC: Macroeconomics (12) 2008-11-25 2009-05-30 2009-07-03 2009-09-11 2010-09-11 2014-09-25 2015-11-07 2019-02-18 2019-05-20 2021-03-01 2021-07-26 2021-07-26. Author is listed
- NEP-URE: Urban and Real Estate Economics (11) 2017-05-28 2018-02-26 2018-04-02 2019-10-21 2020-04-06 2020-06-15 2020-06-22 2021-10-04 2022-01-03 2022-01-10 2022-01-24. Author is listed
- NEP-ORE: Operations Research (10) 2018-05-28 2019-05-20 2020-02-17 2020-04-27 2020-06-15 2020-06-15 2020-06-22 2021-03-01 2021-10-04 2022-01-03. Author is listed
- NEP-RES: Resource Economics (7) 2018-05-28 2018-06-18 2020-06-15 2020-06-22 2020-06-29 2022-01-10 2022-01-24. Author is listed
- NEP-AGR: Agricultural Economics (6) 2018-05-28 2018-06-18 2020-06-15 2020-06-15 2020-06-22 2020-06-29. Author is listed
- NEP-AGE: Economics of Ageing (5) 2010-10-23 2011-05-24 2011-06-18 2012-10-27 2014-11-01. Author is listed
- NEP-BEC: Business Economics (3) 2009-05-30 2009-07-03 2019-05-20
- NEP-CMP: Computational Economics (2) 2011-08-02 2012-11-17
- NEP-NET: Network Economics (2) 2023-05-22 2024-07-22
- NEP-PPM: Project, Program and Portfolio Management (2) 2014-09-25 2015-11-07
- NEP-UPT: Utility Models and Prospect Theory (2) 2013-01-12 2024-07-22
- NEP-DEM: Demographic Economics (1) 2012-10-27
- NEP-EFF: Efficiency and Productivity (1) 2018-05-28
- NEP-FDG: Financial Development and Growth (1) 2011-06-18
- NEP-HEA: Health Economics (1) 2023-04-10
- NEP-HIS: Business, Economic and Financial History (1) 2024-03-11
- NEP-MIC: Microeconomics (1) 2013-01-12
- NEP-PBE: Public Economics (1) 2011-06-18
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