16 citations · 30 across the 16 of their papers we have counts for
23 papers
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models
Filippo de Feo, Salvatore Federico, Andrzej Święch
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert…
Optimal Vaccination in a SIRS Epidemic Model
Salvatore Federico, Giorgio Ferrari, Maria-Laura Torrente
We propose and solve an optimal vaccination problem within a deterministic compartmental model of SIRS type: the immunized population can become susceptible again, e.g.\ because of…
A dynamic theory of spatial externalities
Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico +1
We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion…
Mobility decisions, economic dynamics and epidemic
Giorgio Fabbri, Salvatore Federico, Davide Fiaschi +1
We propose a model, which nests a susceptible-infected-recovered-deceased (SIRD) epidemic model into a dynamic macroeconomic equilibrium framework with agents' mobility. The latter…
Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version)
Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brown…
State constrained control problems in Banach lattices and applications
Alessandro Calvia, Salvatore Federico, Fausto Gozzi
This paper aims to study a family of deterministic optimal control problems in infinite dimensional spaces. The peculiar feature of such problems is the presence of a positivity st…