45 citations · 77 across the 10 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
math.OC2013★ 19 cited
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach
Giorgio Ferrari, Frank Riedel, Jan-Henrik Steg
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is th…
q-fin.RM2013
The Foster-Hart Measure of Riskiness for General Gambles
Frank Riedel, Tobias Hellmann
Foster and Hart proposed an operational measure of riskiness for discrete random variables. We show that their defining equation has no solution for many common continuous distribu…