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Federica Masiero

  1. An optimal advertising model with carryover effect and mean field terms
    2024/02/01 by Fausto Gozzi, Federica Masiero, Gozzi, Fausto +3 · 2 citations
    Business, Management and Accounting · Decision Sciences · Social Sciences · #Consumer Market Behavior and Pricing #Digital Marketing and Social Media #FOS: Mathematics #Innovation Diffusion and Forecasting #Optimization and Control (math.OC) #Probability (math.PR)
  2. Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
    2021/07/09 by Federica Masiero, Masiero, Federica, Fausto Gozzi +1 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
  3. Lifting partial smoothing to solve HJB equations and stochastic control problems
    2023/06/09 by Fausto Gozzi, Federica Masiero, Gozzi, Fausto +1 · 1 citation
    Economics, Econometrics and Finance · #35R15 #47D07 #49L20 #93C23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications