Personal information

Emails & domains

Verified email addresses

Verified email domains

Websites & social links

https://www.unibo.it/sitoweb/s.federico

Other IDs

ResearcherID: O-3246-2013
Scopus Author ID: 35848162800

Keywords

Control in finite and infinite dimension, PDE, Math applied to economics and Finance

Countries

Italy

Activities

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Employment (8)

University of Bologna: Bologna, IT

2023-09-15 to present | Full Professor (Mathematics)
Employment
Source: Self-asserted source
salvatore federico

University of Genoa: Genoa, IT

2020-09-01 to 2023-09-14 | Associate Professor (Economics)
Employment
Source: Self-asserted source
salvatore federico

Università degli Studi di Siena: Siena, Toscana, IT

2016-11-01 to 2020-08-31 | Professore Associato (Dipartimento di Economia Politica e Statistica)
Employment
Source: Self-asserted source
salvatore federico

Università degli Studi di Firenze: Firenze, Toscana, IT

2015-04-01 to 2016-10-31 | Ricercatore (Dipartimento di Scienze per l'Economia e l'Impresa)
Employment
Source: Self-asserted source
salvatore federico

Università degli Studi di Milano: Milano, Lombardia, IT

2011-09-01 to 2015-03-31 | Assistant Professor
Employment
Source: Self-asserted source
salvatore federico

Laboratoire de Probabilités et Modèles Aléatoires: Paris, Île-de-France, FR

2010-09-01 to 2011-12-31 | Post-doc
Employment
Source: Self-asserted source
salvatore federico

Libera Università Internazionale degli Studi Sociali Guido Carli: Roma, Lazio, IT

2009-01-01 to 2009-08-31 | Post-doc
Employment
Source: Self-asserted source
salvatore federico

Università degli Studi di Firenze: Firenze, Toscana, IT

2008-11-01 to 2008-12-31 | Post-doc
Employment
Source: Self-asserted source
salvatore federico

Education and qualifications (1)

Scuola Normale Superiore: Pisa, Toscana, IT

2005-01-01 to 2007-12-31 | PhD student
Education
Source: Self-asserted source
salvatore federico

Funding (4)

PDE correlate a sistemi stocastici con ritardo

2015-04 to 2016-04 | Grant
Istituto Nazionale di Alta Matematica "Francesco Severi" (Roma, IT)
Source: Self-asserted source
salvatore federico

Equazioni stocastiche con Memoria e loro Applicazioni

2014-04 to 2015-05 | Grant
Istituto Nazionale di Alta Matematica "Francesco Severi" (Roma, IT)
Source: Self-asserted source
salvatore federico

On the analysis of distributional properties of controlled stochastic processes and application to Portfolio Optimization

2010-03 to 2011-02 | Grant
Istituto Nazionale di Alta Matematica "Francesco Severi" (Roma, IT)
Source: Self-asserted source
salvatore federico

Metodi deterministici e stocastici nello studio di problemi di evoluzione

2010 to 2012 | Grant
Ministero dell’Istruzione, dell’Università e della Ricerca (Roma, IT)
Source: Self-asserted source
salvatore federico

Works (28)

Optimal vaccination in a SIRS epidemic model

Economic Theory
2024-02 | Journal article
DOI: 10.1007/s00199-022-01475-9
Contributors: Salvatore Federico; Giorgio Ferrari; Maria-Laura Torrente
Source: check_circle
Crossref

A dynamic theory of spatial externalities

Games and Economic Behavior
2022-03 | Journal article
DOI: 10.1016/j.geb.2021.12.002
Contributors: Raouf Boucekkine; Giorgio Fabbri; Salvatore Federico; Fausto Gozzi
Source: check_circle
Crossref

Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution

Journal of Mathematical Economics
2022-01 | Journal article
DOI: 10.1016/j.jmateco.2021.102577
Contributors: Raouf Boucekkine; Giorgio Fabbri; Salvatore Federico; Fausto Gozzi
Source: check_circle
Crossref

Singular Control of the Drift of a Brownian System

Applied Mathematics & Optimization
2021-12 | Journal article
DOI: 10.1007/s00245-021-09779-3
Contributors: Salvatore Federico; Giorgio Ferrari; Patrick Schuhmann
Source: check_circle
Crossref

Taming the spread of an epidemic by lockdown policies

Journal of Mathematical Economics
2021-03 | Journal article
DOI: 10.1016/j.jmateco.2020.102453
Contributors: Salvatore Federico; Giorgio Ferrari
Source: check_circle
Crossref

A Singular Stochastic Control Problem with Interconnected Dynamics

SIAM Journal on Control and Optimization
2020-01 | Journal article
DOI: 10.1137/19M1296288
Contributors: Salvatore Federico; Giorgio Ferrari; Patrick Schuhmann
Source: check_circle
Crossref

Geographic environmental Kuznets curves: The optimal growth linear-quadratic case

Mathematical Modelling of Natural Phenomena
2019 | Journal article
DOI: 10.1051/mmnp/2018076
EID:

2-s2.0-85063954335
Contributors: Boucekkine, R.; Fabbri, G.; Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Growth and agglomeration in the heterogeneous space: A generalized AK approach

Journal of Economic Geography
2019 | Journal article
DOI: 10.1093/jeg/lby041
EID:

2-s2.0-85076816193
Contributors: Boucekkine, R.; Fabbri, G.; Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

Mathematics and Financial Economics
2019-09-28 | Journal article
DOI: 10.1007/s11579-019-00238-w
Contributors: Salvatore Federico; Mauro Rosestolato; Elisa Tacconi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Path-dependent equations and viscosity solutions in infinite dimension

Annals of Probability
2018 | Journal article
DOI: 10.1214/17-AOP1181
EID:

2-s2.0-85042135019
Contributors: Cosso, A.; Federico, S.; Gozzi, F.; Rosestolato, M.; Touzi, N.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Verification theorems for stochastic optimal control problems in hilbert spaces by means of a generalized dynkin formula

Annals of Applied Probability
2018 | Journal article
DOI: 10.1214/18-AAP1397
EID:

2-s2.0-85054998562
Contributors: Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Corrigendum to “Mild solutions of semilinear elliptic equations in Hilbert spaces” [J. Differential Equations 262 (2017) 3343–3389] (S0022039616304405) (10.1016/j.jde.2016.11.031))

Journal of Differential Equations
2017 | Journal article
DOI: 10.1016/j.jde.2017.07.026
EID:

2-s2.0-85026543207
Contributors: Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Generically distributed investments on flexible projects and endogenous growth

Economic Theory
2017 | Journal article
DOI: 10.1007/s00199-015-0946-z
EID:

2-s2.0-84951973426
Contributors: Bambi, M.; Di Girolami, C.; Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION

Mathematical Finance
2017 | Journal article
DOI: 10.1111/mafi.12101
EID:

2-s2.0-84941887000
Contributors: Federico, S.; Gassiat, P.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Mild solutions of semilinear elliptic equations in Hilbert spaces

Journal of Differential Equations
2017 | Journal article
DOI: 10.1016/j.jde.2016.11.031
EID:

2-s2.0-85006791196
Contributors: Federico, S.; Gozzi, F.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Optimal boundary surface for irreversible investment with stochastic costs

Mathematics of Operations Research
2017 | Journal article
DOI: 10.1287/moor.2016.0841
EID:

2-s2.0-85032997089
Contributors: De Angelis, T.; Federico, S.; Ferrari, G.
Source: Self-asserted source
salvatore federico via Scopus - Elsevier

Explicit investment rules with time-to-build and uncertainty

Journal of Economic Dynamics & Control
2015 | Journal article
DOI: 10.1016/j.jedc.2014.10.010
WOSUID:

WOS:000349576900014
Contributors: Aid, Rene; Federico, Salvatore; Pham, Huyen; Villeneuve, Bertrand
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Finite-Dimensional Representations for Controlled Diffusions with Delay

Applied Mathematics and Optimization
2015 | Journal article
DOI: 10.1007/s00245-014-9256-2
WOSUID:

WOS:000349228200007
Contributors: Federico, Salvatore; Tankov, Peter
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation

Finance and Stochastics
2015 | Journal article
DOI: 10.1007/s00780-015-0257-z
WOSUID:

WOS:000351226800007
Contributors: Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

CHARACTERIZATION OF THE OPTIMAL BOUNDARIES IN REVERSIBLE INVESTMENT PROBLEMS

Siam Journal on Control and Optimization
2014 | Journal article
DOI: 10.1137/130927814
WOSUID:

WOS:000341575600007
Contributors: Federico, Salvatore; Pham, Huyen
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

DYNAMIC PROGRAMMING FOR OPTIMAL CONTROL PROBLEMS WITH DELAYS IN THE CONTROL VARIABLE

Siam Journal on Control and Optimization
2014 | Journal article
DOI: 10.1137/110840649
WOSUID:

WOS:000335820200017
Contributors: Federico, Salvatore; Tacconi, Elisa
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Income drawdown option with minimum guarantee

European Journal of Operational Research
2014 | Journal article
DOI: 10.1016/j.ejor.2013.10.026
WOSUID:

WOS:000331419800003
Contributors: Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset

Journal of Optimization Theory and Applications
2014 | Journal article
DOI: 10.1007/s10957-013-0372-y
WOSUID:

WOS:000333339700014
Contributors: Federico, Salvatore; Gassiat, Paul
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

A stochastic control problem with delay arising in a pension fund model

Finance and Stochastics
2011 | Journal article
DOI: 10.1007/s00780-010-0146-4
WOSUID:

WOS:000294260000002
Contributors: Federico, Salvatore
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, II: VERIFICATION AND OPTIMAL FEEDBACKS

Siam Journal on Control and Optimization
2011 | Journal article
DOI: 10.1137/100804292
WOSUID:

WOS:000298371700006
Contributors: Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Optimal Stopping of Stochastic Differential Equations with Delay Driven by Levy Noise

Potential Analysis
2011 | Journal article
DOI: 10.1007/s11118-010-9187-8
WOSUID:

WOS:000286102600005
Contributors: Federico, Salvatore; Oksendal, Bernt Karsten
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Pension funds with a minimum guarantee: a stochastic control approach

Finance and Stochastics
2011 | Journal article
DOI: 10.1007/s00780-010-0127-7
WOSUID:

WOS:000290573800005
Contributors: Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, I: REGULARITY OF VISCOSITY SOLUTIONS

Siam Journal on Control and Optimization
2010 | Journal article
DOI: 10.1137/09076742X
WOSUID:

WOS:000285502900004
Contributors: Federico, Salvatore; Goldys, Ben; Gozzi, Fausto
Source: Self-asserted source
salvatore federico via ResearcherID
grade
Preferred source (of 2)‎

Peer review (9 reviews for 4 publications/grants)

Review activity for Decisions in economics and finance. (3)
Review activity for Mathematical methods of operations research. (2)
Review activity for Mathematics and financial economics. (3)
Review activity for Systems & control letters. (1)
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