Fausto Gozzi

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