Fausto Gozzi

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Publications

Citations

1.9K

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Active since

1989

Affiliations

Libera Università Internazionale degli Studi Sociali Guido Carli(Current)

University of Pisa

Centre National de la Recherche Scientifique

Laboratoire d'Economie Appliquée de Grenoble

Parthenope University of Naples

Fausto Gozzi is an author at Libera Università Internazionale degli Studi Sociali Guido Carli specializing in mathematics, natural sciences, and optimal control.

ORCID

Publications per year

1989–2023

Publications

Pension funds with a minimum guarantee: a stochastic control approach

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

Business, Economics, Finance +13

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 · 67 citations

Social Sciences, Business Economics, Economics +16

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

Natural Sciences, Mathematics, Dynamical Systems +16

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

Natural Sciences, Mathematics, Differential Equations +12

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

Fausto Gozzi, Paola Loreti · SIAM Journal on Control and Optimization · 1999 · 60 citations

Natural Sciences, Mathematics, Physics +12

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