Fausto Gozzi

Best Publications

• Stochastic optimal control in infinite dimension : dynamic programming and HJB equations

  Giorgio Fabbri;Fausto Gozzi;Andrzej Święch

  192
  Citations

• Pension funds with a minimum guarantee: a stochastic control approach

  Marina Di Giacinto;Salvatore Federico;Fausto Gozzi

  115
  Citations

• On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects

  Fausto Gozzi;Carlo Marinelli;Sergei Savin

  84
  Citations

• Stochastic optimal control of delay equations arising in advertising models

  Fausto Gozzi;Carlo Marinelli

  82
  Citations

• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control

  Fausto Gozzi;Elisabeth Rouy;Andrzej Swiech

  78
  Citations

• Technology adoption and accumulation in a vintage-capital model

  Emilio Barucci;Fausto Gozzi

  76
  Citations

• Solving optimal growth models with vintage capital: The dynamic programming approach

  Giorgio Fabbri;Fausto Gozzi

  74
  Citations

• Global Regular Solutions of Second Order Hamilton–Jacobi Equations in Hilbert Spaces with Locally Lipschitz Nonlinearities

  Fausto Gozzi

  70
  Citations

• Investment in a vintage capital model

  Emilio Barucci;Fausto Gozzi

  65
  Citations

• Strong solutions of Cauchy problems associated to weakly continuous semigroups

  Sandra Cerrai;Fausto Gozzi

  64
  Citations

• A Dynamic Programming Approach to Nonlinear Boundary Control Problems of Parabolic Type

  Piermarco Cannarsa;Fausto Gozzi;Halil Mete Soner

  54
  Citations

• Weak Dirichlet processes with a stochastic control perspective

  Fausto Gozzi;Francesco Russo

  53
  Citations

• Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach

  Raouf Boucekkine;Giorgio Fabbri;Salvatore Federico;Fausto Gozzi

  53
  Citations

• HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions

  Salvatore Federico;Ben Goldys;Fausto Gozzi

  51
  Citations

• A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions

  Unknown

  48
  Citations

• Hamilton–Jacobi–Bellman Equations for the Optimal Control of the Duncan–Mortensen–Zakai Equation☆☆☆

  Fausto Gozzi;Andrzej Świech

  47
  Citations

• Erratum: A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions

  Fausto Gozzi;Andrzej Święch;Xun Yu Zhou

  46
  Citations

• Stochastic optimal control of delay equations arising in advertising models

  Fausto Gozzi;Carlo Marinelli

  45
  Citations

• Path-dependent equations and viscosity solutions in infinite dimension

  Andrea Cosso;Salvatore Federico;Fausto Gozzi;Mauro Rosestolato

  43
  Citations

• Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach

  Raouf Boucekkine;Giorgio Fabbri;Salvatore Federico;Fausto Gozzi

  28
  Citations