Concepedia

Fausto Gozzi

FG

Statistics

Publications

60

Citations

1.9K

H-Index

28

Active since

1989

Affiliations

Libera Università Internazionale degli Studi Sociali Guido Carli(Current)

University of Pisa

Centre National de la Recherche Scientifique

Parthenope University of Naples

Laboratoire d'Economie Appliquée de Grenoble

Fausto Gozzi is an author at Libera Università Internazionale degli Studi Sociali Guido Carli specializing in business, economics, and engineering.

Top concepts

EconomicsBusinessEngineeringFinanceEconomic AnalysisMathematical ProgrammingStochastic CalculusSystems EngineeringAsset PricingFunctional Analysis

Publications per year

1989–2023

60

Publications

60

Pension funds with a minimum guarantee: a stochastic control approach

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi · Finance and Stochastics · 2010 · 96 citations

Economics, Asset Pricing, Minimum Guarantee +8

Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control

Fausto Gozzi, Elisabeth Rouy, Andrzej Święch · SIAM Journal on Control and Optimization · 2000 · 66 citations

Hamiltonian Theory, Elliptic Equation, Pde-constrained Optimization +12

On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects

Fausto Gozzi, Carlo Marinelli, Sergei Savin · Journal of Optimization Theory and Applications · 2009 · 66 citations

Economics, Advertising, Memory Effects +8

Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem

Fausto Gozzi · Communications in Partial Differential Equations · 1995 · 65 citations

Hamiltonian Theory, Mathematical Control Theory, Control Problem +3

Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case

Fausto Gozzi, Paola Loreti · SIAM Journal on Control and Optimization · 1999 · 59 citations

Mathematical Programming, Engineering, Variational Analysis +10

Rows per page

1–5 of 60