16 citations · 30 across the 16 of their papers we have counts for
11 papers · 1 filter
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…
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…
Taming the spread of an epidemics by lockdown policies
Salvatore Federico, Giorgio Ferrari
We study the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that…
A Singular Stochastic Control Problem with Interconnected Dynamics
Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann
In this paper we study a Markovian two-dimensional bounded-variation stochastic control problem whose state process consists of a diffusive mean-reverting component and of a purely…