Details about Fausto Gozzi

Access statistics for papers by Fausto Gozzi.

Last updated 2022-08-27. Update your information in the RePEc Author Service.

Short-id: pgo179

Working Papers

2023

1. Mobility decisions, economic dynamics and epidemic
   Papers, arXiv.org
   Also in LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2021)

2022

2. A dynamic theory of spatial externalities
   Post-Print, HAL View citations (1)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2020) View citations (2)
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2020) View citations (2)
   Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2021)
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2021)
   Papers, arXiv.org (2021)
   See also Journal Article in Games and Economic Behavior (2022)
3. Habits and demand changes after COVID-19
   Papers, arXiv.org
4. Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution
   Post-Print, HAL View citations (2)
   See also Journal Article in Journal of Mathematical Economics (2022)

2021

5. Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function
   Post-Print, HAL View citations (1)
   Also in Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2020)
6. From firm to global-level pollution control: The case of transboundary pollution
   Post-Print, HAL View citations (8)
   Also in Post-Print, HAL (2021) View citations (7)
   Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2020)
   See also Journal Article in European Journal of Operational Research (2021)
7. Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
   Also in Papers, arXiv.org (2020) View citations (3)
   Post-Print, HAL (2021) View citations (2)
   See also Journal Article in Journal of Mathematical Economics (2021)

2020

8. Optimal Dividend Payout under Stochastic Discounting
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
   See also Journal Article in Mathematical Finance (2022)
9. Optimal location of economic activity and population density: The role of the social welfare function
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2020)
10. Optimal portfolio choice with path dependent labor income: the infinite horizon case
    Papers, arXiv.org View citations (7)

2019

11. A Spatiotemporal Framework for the Analytical Study of Optimal Growth Under Transboundary Pollution
    Department of Economics University of Siena, Department of Economics, University of Siena View citations (6)
    Also in Working Papers, HAL (2019) View citations (6)
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2019) View citations (6)
    AMSE Working Papers, Aix-Marseille School of Economics, France (2019) View citations (6)
12. Geographic environmental Kuznets curves: the optimal growth linear-quadratic case
    Post-Print, HAL View citations (8)
    Also in Working Papers, HAL (2018)
    AMSE Working Papers, Aix-Marseille School of Economics, France (2018)
    Working Papers, HAL (2018)
    Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2018)
13. Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach
    Post-Print, HAL View citations (36)
    Also in Working Papers, HAL (2018) View citations (9)
    Working Papers, HAL (2017) View citations (8)
    Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2018) View citations (8)
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2017) View citations (12)
    See also Journal Article in Journal of Economic Geography (2019)
14. Internal Habit Formation and Optimality
    Working Papers, Durham University Business School View citations (3)
    See also Journal Article in Journal of Mathematical Economics (2020)
15. Optimal investment with vintage capital: equilibrium distributions
    Working Papers, Department of Economics, University of Venice "Ca' Foscari"
    See also Journal Article in Journal of Mathematical Economics (2021)

2017

16. Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Optimization Theory and Applications (2017)
17. Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations
    Post-Print, HAL View citations (29)

2015

18. Generically distributed investments on flexible projects and endogenous growth
    Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
    See also Journal Article in Economic Theory (2017)
19. Impact of time illiquidity in a mixed market without full observation
    Papers, arXiv.org View citations (5)
    See also Journal Article in Mathematical Finance (2017)
20. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
    Papers, arXiv.org View citations (12)
    See also Journal Article in Finance and Stochastics (2015)

2014

21. Egalitarianism under population change: Age structure does matter
    Post-Print, HAL View citations (23)
    Also in Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2014) View citations (30)
    See also Journal Article in Journal of Mathematical Economics (2014)
22. On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model
    Discussion Papers, Department of Economics, University of York View citations (1)

2012

23. Egalitarism Under Population Change: the Role of Growth and Lifetime Span
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2012) View citations (1)
    Working Papers, HAL (2012)
24. Income drawdown option with minimum guarantee
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article in European Journal of Operational Research (2014)
25. Investment/consumption problem in illiquid markets with regime-switching
    Papers, arXiv.org
    Also in Working Papers, HAL (2011) View citations (4)
26. Mathematical Tools for Economic Dynamics: Dynamic Optimization
    Discussion Papers, CRISEI, University of Naples "Parthenope", Italy
27. Optimal policy and consumption smoothing effects in the time-to-build AK model
    Post-Print, HAL View citations (23)
    Also in LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2010) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2009) View citations (10)
    See also Journal Article in Economic Theory (2012)

2011

28. Life span and the problem of optimal population size
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
    Also in Working Papers, HAL (2010) View citations (1)
29. Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives
    Working Papers, HAL View citations (1)
    See also Journal Article in Asia-Pacific Journal of Accounting & Economics (2011)

2010

30. Constrained portfolio choices in the decumulation phase of a pension plan
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (9)
31. Maintenance and investment: Complements or substitutes? A reappraisal
    Post-Print, HAL View citations (40)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) View citations (37)
    Working Papers, Business School - Economics, University of Glasgow (2009) View citations (9)
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2009)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2009

32. Existence of Optimal Strategies in Linear Multisector Models with several consumption goods
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Decisions in Economics and Finance (2017)

2008

33. Optimal consumption policies in illiquid markets
    Working Papers, HAL View citations (4)
    See also Journal Article in Finance and Stochastics (2011)
34. Optimal investment models with vintage capital: Dynamic Programming approach
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (78)
    See also Journal Article in Journal of Mathematical Economics (2010)
35. Solving optimal growth models with vintage capital: The dynamic programming approach
    Post-Print, HAL View citations (69)
    See also Journal Article in Journal of Economic Theory (2008)

2007

36. Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations
    MPRA Paper, University Library of Munich, Germany View citations (2)

2006

37. On the Dynamic Programming approach to economic models governed by DDE's
    MPRA Paper, University Library of Munich, Germany View citations (3)
38. Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version
    MPRA Paper, University Library of Munich, Germany View citations (9)

2004

39. Existence of Optimal Strategies in linear Multisector Models
    Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy View citations (16)
    See also Journal Article in Economic Theory (2006)

2002

40. Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates
    Computing in Economics and Finance 2002, Society for Computational Economics
41. Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates
    Computing in Economics and Finance 2002, Society for Computational Economics

Undated

42. Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2022

1. A dynamic theory of spatial externalities
   Games and Economic Behavior, 2022, 132, (C), 133-165 View citations (3)
   See also Working Paper (2022)
2. Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution
   Journal of Mathematical Economics, 2022, 98, (C) View citations (2)
   See also Working Paper (2022)
3. Optimal dividend payout under stochastic discounting
   Mathematical Finance, 2022, 32, (2), 627-677 View citations (2)
   See also Working Paper (2020)
4. Optimal portfolio choice with path dependent benchmarked labor income: A mean field model
   Stochastic Processes and their Applications, 2022, 145, (C), 48-85 View citations (3)

2021

5. From firm to global-level pollution control: The case of transboundary pollution
   European Journal of Operational Research, 2021, 290, (1), 331-345 View citations (8)
   See also Working Paper (2021)
6. Optimal investment with vintage capital: Equilibrium distributions
   Journal of Mathematical Economics, 2021, 96, (C) View citations (1)
   See also Working Paper (2019)
7. Verification results for age-structured models of economic–epidemics dynamics
   Journal of Mathematical Economics, 2021, 93, (C) View citations (1)
   See also Working Paper (2021)

2020

8. Internal habits formation and optimality
   Journal of Mathematical Economics, 2020, 91, (C), 165-172 View citations (1)
   See also Working Paper (2019)

2019

9. Growth and agglomeration in the heterogeneous space: a generalized AK approach
   Journal of Economic Geography, 2019, 19, (6), 1287-1318 View citations (40)
   See also Working Paper (2019)

2017

10. Existence of optimal strategies in linear multisector models with several consumption goods
    Decisions in Economics and Finance, 2017, 40, (1), 199-229
    See also Working Paper (2009)
11. Generically distributed investments on flexible projects and endogenous growth
    Economic Theory, 2017, 63, (2), 521-558 View citations (1)
    See also Working Paper (2015)
12. IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION
    Mathematical Finance, 2017, 27, (2), 401-437 View citations (4)
    See also Working Paper (2015)
13. Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension
    Journal of Optimization Theory and Applications, 2017, 173, (2), 584-611 View citations (2)
    See also Working Paper (2017)

2015

14. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
    Finance and Stochastics, 2015, 19, (2), 415-448 View citations (10)
    See also Working Paper (2015)

2014

15. Egalitarianism under population change: Age structure does matter
    Journal of Mathematical Economics, 2014, 55, (C), 86-100 View citations (30)
    See also Working Paper (2014)
16. Endogenous growth and wave-like business fluctuations
    Journal of Economic Theory, 2014, 154, (C), 68-111 View citations (10)
17. Income drawdown option with minimum guarantee
    European Journal of Operational Research, 2014, 234, (3), 610-624 View citations (15)
    See also Working Paper (2012)

2012

18. Optimal policy and consumption smoothing effects in the time-to-build AK model
    Economic Theory, 2012, 50, (3), 635-669 View citations (26)
    See also Working Paper (2012)

2011

19. Optimal consumption policies in illiquid markets
    Finance and Stochastics, 2011, 15, (1), 85-115 View citations (9)
    See also Working Paper (2008)
20. Pension funds with a minimum guarantee: a stochastic control approach
    Finance and Stochastics, 2011, 15, (2), 297-342 View citations (44)
21. Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life
    Asia-Pacific Journal of Accounting & Economics, 2011, 18, (3), 287-305 View citations (1)
    See also Working Paper (2011)

2010

22. Maintenance and investment: Complements or substitutes? A reappraisal
    Journal of Economic Dynamics and Control, 2010, 34, (12), 2420-2439 View citations (39)
    See also Working Paper (2010)
23. Optimal investment models with vintage capital: Dynamic programming approach
    Journal of Mathematical Economics, 2010, 46, (4), 416-437 View citations (15)
    See also Working Paper (2008)

2009

24. On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects
    Journal of Optimization Theory and Applications, 2009, 142, (2), 291-321 View citations (23)

2008

25. On Dynamic Programming in Economic Models Governed by DDEs
    Mathematical Population Studies, 2008, 15, (4), 267-290 View citations (3)
26. Optimal strategies in linear multisector models: Value function and optimality conditions
    Journal of Mathematical Economics, 2008, 44, (1), 55-86 View citations (6)
27. Solving optimal growth models with vintage capital: The dynamic programming approach
    Journal of Economic Theory, 2008, 143, (1), 331-373 View citations (82)
    See also Working Paper (2008)

2006

28. Existence of optimal strategies in linear multisector models
    Economic Theory, 2006, 29, (1), 25-48 View citations (25)
    See also Working Paper (2004)
29. Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach
    Stochastic Processes and their Applications, 2006, 116, (12), 1932-1963 View citations (7)
30. Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition
    Stochastic Processes and their Applications, 2006, 116, (11), 1530-1562 View citations (12)
31. Weak Dirichlet processes with a stochastic control perspective
    Stochastic Processes and their Applications, 2006, 116, (11), 1563-1583 View citations (15)

2004

32. ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE
    Mathematical Population Studies, 2004, 11, (3-4), 233-270 View citations (21)

2003

33. A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
    International Journal of Theoretical and Applied Finance (IJTAF), 2003, 06, (03), 277-299

2002

34. Superreplication of European multiasset derivatives with bounded stochastic volatility
    Mathematical Methods of Operations Research, 2002, 55, (1), 69-91 View citations (6)

2001

35. On a Dynamic Non-Substitution Theorem and Other Issues in Burgstaller's Property and Prices
    Metroeconomica, 2001, 52, (2), 181-196 View citations (1)
36. Technology adoption and accumulation in a vintage-capital model
    Journal of Economics, 2001, 74, (1), 1-38 View citations (37)

2000

37. Incentive compatibility constraints and dynamic programming in continuous time
    Journal of Mathematical Economics, 2000, 34, (4), 471-508 View citations (3)

1999

38. Optimal advertising with a continuum of goods
    Annals of Operations Research, 1999, 88, 15-29 View citations (14)

1998

39. Investment in a vintage capital model
    Research in Economics, 1998, 52, (2), 159-188 View citations (33)

Chapters

2018

1. On the Dynamic Programming Approach to Incentive Constraint Problems
   Springer