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Center for Mathematical Economics Working Papers

From Center for Mathematical Economics, Bielefeld University
Contact information at EDIRC.

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692: Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces Downloads
Salvatore Federico, Giorgio Ferrari, Frank Riedel and Michael Röckner
691: Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case Study Downloads
Federico Cannerozzi and Giorgio Ferrari
690: A Mean-Field Model of Optimal Investment Downloads
Alessandro Calvia, Salvatore Federico, Giorgio Ferrari and Fausto Gozzi
689: Strategic Information Selection Downloads
Jurek Preker and Dominik Karos
688: A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price Downloads
Felix Dammann and Giorgio Ferrari
687: Dynamically Consistent Intergenerational Welfare Downloads
Lasse Mononen
686: Dynamically Consistent Intertemporal Dual-Self Expected Utility Downloads
Lasse Mononen
685: Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility Downloads
Jodi Dianetti, Frank Riedel and Lorenzo Stanza
684: Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning Downloads
An Chen, Giorgio Ferrari and Shihao Zhu
683: Optimal Retirement Choice under Age-dependent Force of Mortality Downloads
Giorgio Ferrari and Shihao Zhu
682: Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost Downloads
Salvatore Federico, Giorgio Ferrari and Maria Laura Torrente
681: Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version) Downloads
Jodi Dianetti, Giorgio Ferrari and Ioannis Tzouanas
680: Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups Downloads
Jonas Blessing, Michael Kupper and Max Nendel
679: A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy Downloads
René Aïd, Matteo Basei and Giorgio Ferrari
678: Linear-Quadratic-Singular Stochastic Differential Games and Applications Downloads
Jodi Dianetti
677: Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs Downloads
Matteo Basei, Giorgio Ferrari and Neofytos Rodosthenous
676: Pricing of Electricity Swaps with Geometric Averaging Downloads
Annika Kemper and Maren Diane Schmeck
675: A Principal-Agent Framework for Optimal Incentives in Renewable Investments Downloads
René Aïd, Annika Kemper and Nizar Touzi
674: Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES Downloads
Jodi Dianetti
673: The Role of Price Normalization in Imperfectly Competitive Economies Downloads
Volker Böhm
672: Demographic Changes and Asset Prices in an Overlapping Generations Model Downloads
Beatrice Desiree Simo-Kengne, Frank Riedel and Ghislain-Herman Demeze-Jouatsa
671: Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment Downloads
Giorgio Ferrari and Shihao Zhu
670: Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty Downloads
Hanwu Li, Frank Riedel and Shuzhen Yang
669: Efficient Allocations under Ambiguous Model Uncertainty Downloads
Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon
668: The Shapley NTU-Value via Surface Measures Downloads
Joachim Rosenmüller
667: Optimal Vaccination in a SIRS Epidemic Model Downloads
Salvatore Federico, Giorgio Ferrari and Maria-Laura Torrente
666: Fairness-based Altruism Downloads
Yves Breitmoser and Pauline Vorjohann
664: The Texas Shoot-Out under Knightian Uncertainty Downloads
Gerrit Bauch and Frank Riedel
663: Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return Downloads
Felix Dammann and Giorgio Ferrari
662: Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence Downloads
Jonas Blessing, Robert Denk, Michael Kupper and Max Nendel
661: A Unifying Framework for Submodular Mean Field Games Downloads
Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
660: Ambiguous Social Choice Functions Downloads
Ghislain-Herman Demeze-Jouatsa
659: Network games with heterogeneous players Downloads
Olena Orlova
658: Bargaining Solutions via Surface Measures Downloads
Joachim Rosenmüller
657: Optimal Dividends under Markov-Modulated Bankruptcy Level Downloads
Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
655: Effects of Noise on the Grammar of Languages Downloads
Gerrit Bauch
654: Farsighted Rationality in Hedonic Games Downloads
Ghislain-Herman Demeze-Jouatsa and Dominik Karos
653: A Free and Fair Economy: A Game of Justice and Inclusion Downloads
Ghislain-Herman Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
652: Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma Downloads
Teresa Backhaus and Yves Breitmoser
651: Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control Downloads
Alessandro Calvia and Giorgio Ferrari
650: Stationary Discounted and Ergodic Mean Field Games of Singular Control Downloads
Haoyang Cao, Jodi Dianetti and Giorgio Ferrari
649: Wasserstein Perturbations of Markovian Transition Semigroups Downloads
Sven Fuhrmann, Michael Kupper and Max Nendel
648: Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model Downloads
Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck
647: Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium Downloads
Claus-Jochen Haake and Walter Trockel
646: On an Irreversible Investment Problem with Two-Factor Uncertainty Downloads
Felix Dammann and Giorgio Ferrari
645: Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls Downloads
Jodi Dianetti and Giorgio Ferrari
644: From prejudice to racial profiling and back. A naá¼´ve intuitive statistician's curse Downloads
Manuel Förster and Dominik Karos
643: Two-Sided Singular Control of an Inventory with Unknown Demand Trend Downloads
Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
642: Optimal Switch from a Fossil-Fueled to an Electric Vehicle Downloads
Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
641: Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
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