Curriculum Vitae of Silvia Faggian

Transcription

1 Contact Address: Dipartimento di Economia, Università Ca' Foscari" Venezia, Cannaregio 873, Venezia; Phone: (+39) , Fax: (+39) Webpage: Education 2002: Ph.D. in, Università di Pisa, ly (advisor: Fausto Gozzi, LUISS Guido Carli ) 1994: lian Doctoral Degree in (former Laurea in Matematica) Universita' di Padova (advisor: Martino Bardi, Università di Padova) Current positions Universita' Ca' Foscari" Venezia, ly: Associate Pressor in Mathematical Methods for Economics. (SSD SECS/S-06) Past Positions : Universita' Ca' Foscari" Venezia, ly: Assistant Pressor in Mathematical Methods for Economics : L.U.M. Jean Monnet Casamassima, Bari, ly: Assistant Pressor in Mathematical Methods for Economics : L.U.I.S.S. Guido Carli, Roma, ly: Adjunct Pressor in the MOSEC ( Master Science in Economics ) Program. 2011: I.A.S.L. Institute for Advanced Studies, Lucca, ly: Adjunct Pressor in the IMT (Institutions Markets Technologies) Ph.D Program : Università di Lecce, ly: Adjunct Pressor in the Ph.D Program Metodi Economici e Quantitativi per l'analisi dei Mercati : Universita' di Roma La Sapienza", ly: Research Associate in Mathematical Methods for Economics (two-year scholarship Assegno di ricerca). 2004: (5 months) Università di Roma La Sapienza Research Associate in Mathematical Methods for Economics : Universitaet Tuebingen, Germany: Research Associate in Mathematical Analysis : Holder (on leave) the Chair -47A for the school upper secondary education in the Veneto Region : Employed (indefinitely) as an acting Editor by Zanichelli Publisher S.p.a.. Awards/Scholarships 2002: (refused) Annual scholarship issued by INDAM (Istituto Nazionale di Alta Matematica). 2002: (refused) Annual scholarship issued by CNR (Consiglio Nazionale delle Ricerche) in Functional Analysis. 1995: (refused)exchange position for graduate students between the University Padova and the University California Santa Barbara, (TOEFL test graded 600).

2 1988: Scholarship the University Padova. 1987: Scholarship the University Padova. Pressional Services and Activities Referee for: Editor for: Discrete ad Continuous Dynamical Systems Journal Economic Dynamics and Control Journal Mathematical Economics Mathematical Population Studies SIAM Journal Control and Optimization Zanichelli Editore S.p.a. (employed indefinitely as an acting editor, ) Le Monnier (2003) Mondadori ( ) Scientific Associations: Associazione per la Matematica Applicata alle Scienze Economiche e Sociali, socia dal American Mathematical Society, socia dal Funding Member the following co-financed research projects (PRIN): : Problemi differenziali di evoluzione: approcci deterministici e stocastici e loro interazioni coordinator: M.A. FUHRMAN; local coordinator: F. Flandoli, financed by Università di Pisa. 2008: Equazioni alle derivate parziali stocastiche e deterministiche e loro applicazioni"; coordinator: A. Lunardi; ; local coordinator: F. Flandoli, financed by Università di Pisa. 2006: Il problema della gestione del debito pubblico: modelli di controllo stocastico"; coordinator: F. Gozzi; financed by LUISS Guido Carli, Roma. Visiting appointments 2003: Georgia Institute Technology, Atlanta, USA, on invitation Andrej Swiech. Invited seminars (title the talk) 2002: Mathematisches Institut der Universität Tübingen, Germany (Linear convex control in Hilbert spaces and application to boundary control PDEs) 2002: Dipartimento di Matematica, Universita di Pisa (two seminars: Equazioni di Hamilton- Jacobi-Bellman in dimensione infinita: Parte I: il metodo della programmazione dinamica di Bellman; Parte II: applicazioni a problemi di controllo frontiera per PDEs.) 2004: Università dell'insubria, Varese (Applicazioni economiche della Programmazione Dinamica di Bellman nei problemi di controllo alla frontiera. Il problema di investimento in capitali con età)

3 2007: Università Bocconi, Milano (Bellman's Dynamic Programming approach in problems investment with Vintage Capital). 2007: Dipartimento di Matematica, Roma "Tor Vergata (Applicazioni all'economia del controllo lineare convesso, nel caso del controllo alla frontiera); 2008: Dipartimento di Matematica Applicata, Università "Ca' Foscari" Venezia (Dynamic Programming for Infinite Horizon Boundary Control Problems for Optimal Investment with Vintage Capital); 2008: Dipartimento di Economia Finanza e Statistica, Perugia (Dynamic Programming for Infinite Horizon Boundary Control Problems for Optimal Investment with Vintage Capital) 2012: Roma, LUISS Guido Carli (On the Mitra-Van forest problem in continuous time). Seminars at international and national conferences (title the talk) 1998: Grado (Gorizia), Mathematical Control Theory and Applications" (Hopf-type formulas for nonconvex non-concave Hamilton-Jacobi equations). 2001: Levico Terme, TN (28 Oct-2 Nov) Autumn School in Evolution Equations and Semigroups" (First Order Hamilton-Jacobi equations and applications to boundary control in Economics). 2002: Marrakesh, Marocco (17-23 March) Semigroup Theory, Evolution Equations and Applications" (Hamilton-Jacobi equations and applications to boundary control in economics). 2003: Vienna, (14-16 May) Eighth Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Economics" (Applications Dynamic Programming to Economic Problems with Vintage Capital). 2003: Sophia Antipolis,(21-25 Jul) "21st IFIP TC 7 Conference on System Modeling and Optimization" (Hamilton-Jacobi-Bellman equations associated to boundary control for PDEs, and applications. 2005: Torino (18-22 Jul) 22nd IFIP TC 7 Conference on System Modeling and Optimization" (Innite dimensional Hamilton-Jacobi equations and applications to boundary control problems with state constraints). 2005: Palermo (12-15 Sep) XXIX Convegno Annuale A.M.A.S.E.S." (Applicazioni della Programmazione Dinamica a Problemi di Investimento Ottimo con Capitali con Età). 2005: Vienna, Austria (24-25 Nov) Viennese Vintage Workshop, Age-Structured Models in Population Dynamics and Economics" (Vintage capital problems with state constraints: a dynamic programming approach). 2006: Trieste (4-7 Sep) XXX Convegno AMASES" (Programmazione dinamica, equazioni di Hamilton-Jacobi-Bellman, condizioni di ottimalità, per problemi di investimento ottimo in capitali con età). 2007: Montreal, Canada (7-10 May) Ninth Workshop on Optimal Control, Differential Games and Nonlinear Dynamics " (Dynamic Programming for infinite horizon boundary control problems for PDEs with age structure). 2007: Lecce (3-6 Sep) XXXI Convegno AMASES"(Dynamic Programming for infinite horizon boundary control problems for PDEs with age structure). 2007: Padova (10-11 Sep) Workshop Marketing Decision Models: Dynamic Optimization and Game Theory" (Dynamic Programming for infinite horizon boundary control problems for PDEs with age structure). 2007: Vienna (26-27 Nov) Viennese Vintage Workshop"(Dynamic Programming for Infinite Horizon Boundary Control Problems for Optimal Investment with Vintage Capital). 2008: Moscow (17-22 Jun) Convegno Differential equations and topology, dedicated to the centennial anniversary L.S. Pongryagin (Dynamic programming for infinite horizon boundary control problems for optimal investment with vintage capital)

4 2008: Trento (1-4 Sep) XXXII Convegno nazionale AMASES (Dynamic programming for infinite horizon boundary control problems for optimal investment with vintage capital). 2009: Parma (1-4 Sep) XXXIII Convegno nazionale AMASES (Equilibrium Points for Optimal Investment in Age-Structured Goodwill); 2009: Vienna (4-5 Dec) Viennese Vintage Workshop, Vienna Institute Demography (Optimal investment in age-structured goodwill). 2010: Amsterdam (31 May - 2 Jun) 11th Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics (Optimal Investment in Age-Structured Goodwill); 2010: Macerata (1-4 September) XXXIV Convegno nazionale AMASES (Optimal Investment in Age-Structured Goodwill); 2011: Sozopol, Bulgaria (6-10 June) 8th International Conference on "Large-Scale Scientific Computations" (On the Faustmann Solution to the Forest Management Problem in Continuous Time) 2012: Vienna (30 May 2 June) 12 th Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics (2 talks: On the Mitra-Van forest problem in continuous time; A linear quadratic control problem with fixed costs) 2012: Vieste (FG) (13-15 Sep) XXXV Convegno nazionale AMASES (On the Mitra-Van forest problem in continuous time) 2012: Padova (Dec 6-7, 2012) 4th Workshop on Dynamic Games in Management Science (On the Mitra-Van forest problem in continuous time) 2013: Sozopol, Bulgaria (June 3-7, 2013), 9th International Conference on "Large-Scale Scientific Computations" (On the Mitra-Van forest problem in continuous time) 2013: Firenze (Dec 10-13, 2013), 52nd IEEE Conference on "Decision and Control (CDC)" (Linear quadratic control problem with mean field dependent fixed costs) Other workshops and courses 1995: Perugia summer courses Equazioni Differenziali della Fisica Matematica" and Analisi Complessa", Centro Estivo di Matematica; 1996: Pisa, Workshop Metodi matematici per l'elaborazione delle immagini e applicazioni industriali", organized by Amici della Scuola Normale, Scuola Normale Superiore; 1998: Levico Terme TN, Advanced Course and Workshop on Mathematical Control Theory", Levico Terme; 1999: O'Porto, Portugal Workshop on Nonlinear Analysis and Control Theory"; 2000: Santa Margherita Ligure GE, Convegno PhTIEE, Phase Transitions and Interfaces in Evolution Equations: analysis, control and approximation"; 2001/2002: TULKA seminar (University Tuebingen, Ulm, Karlsruhe, Germany) on Semigroup Theory, Evolution Equations and Applications", 5 Dec 2001 (Karlsruhe), 14 Feb 2002 (Tuebingen), 24 Apr 2002 (Ulm), 12 Jul 2002 (Karlsruhe). 2004: Bressanone BZ, "Winter School on Transport Equations and Control Theory for PDEs"; 2009: Roma (8-12 Jun) Convegno Nonsmooth Analysis, Control Theory and Differential Equations presso l'istituto Nazionale di Alta Matematica; 2010: Lisbona (11-14 Jul) 24 th European conference in operational research

5 Teaching Experience - Mathematical Analysis (taught for 12 years in Pisa, Tuebingen, Roma, LUM Casamassima and Venice) - Static and Dynamic Optimization (taught for 7 years in Lecce, Roma La Sapienza, Roma LUISS, Lucca, and Venice) - Financial Economics (taught for 4 years at LUM Casamassima) In detail: (LQ= Laurea Quadriennale; = Laurea Triennale; LM= Laurea Magistrale BD= Bachelor Degree; ; M= Master; [PS] = practise sessions.) Year University Course language Level Ca' Foscari II Additional Learning Requirements Dynamic Complex Systems Ca' Foscari Matematica II II Additional Learning Requirements Dynamic Complex Systems Matematica II (Summer School) II (Summer School) Ca' Foscari Ca' Foscari Ca' Foscari Ca' Foscari LUISS IASL Matematica (Corso di Recupero) Matematica II (Summer School) for Economics Quantitive Analysis Ca' Foscari LUISS Matematica Ca' Foscari Matematica LUISS LUM Matematica Generale LUM Matematica Generale LUM Lecce LUM LUM LUM LUM Lecce Matematica Generale [PS] Matematica Generale [PS] LM +M +M +M Roma 1 Matem. per l'economia II Matematica Generale [PS] LM Roma 1 Matematica Generale [PS] Tubinga (Geologia) Tubinga (Matematica) Tubinga (Matematica) Math. Methods for Geoscience Operatorentheorie [PS] Dynamic Programming M BD Pisa (Informatica) Pisa (Informatica) Pisa (Ingegneria) Analisi Matematica I [PS] Analisi Matematica II [PS] Analisi Matematica I [PS] Pisa (Informatica) Analisi Matematica I [PS] LQ

6 Research Interests Optimal control in infinite dimensional spaces, via Bellman's Dynamic Programming. Hamilton-Jacobi equations in Hilbert spaces. Control linear PDEs and delay equations, with boundary control. Applications to economic problems: vintage capital models for optimal investment, optimal harvesting, population dynamics, optimal utility from consumption. Publications In refereed Journals: 1) S. Faggian, R. Pesenti, Linear quadratic control problem with mean field dependent fixed costs, to appear in Proceedings the 52nd IEEE Conference on Decision and Control, IEEE society (accepted June 2013). 2) S. Faggian, L. Grosset, Optimal advertising strategies with age-structured goodwill: segment vs. single medium scenario, Mathematical Methods Operations Research, vol.78, pp , Link DOI. 3) Optimal Investment Models with Vintage Capital: Dynamic Programming Approach (with F. Gozzi), Journal Mathematical Economics No.46, pp (2010). 4) Infinite Dimensional Hamilton-Jacobi Equations and Applications to Boundary Control Problems with State Constraints, SIAM J. Contr. Optim. Vol. 47, No.4, pp (2008); 5) On the Dynamic Programming Approach to Economic Models governed by DDE's (with G. Fabbri e F. Gozzi), Mathematical Population Studies, Vol.15, No.4, pp (2008); 6) Applications Dynamic Programming to Economic Problems with Vintage Capital, Dynamics Continuous, Discrete and Impulsive Systems, Series A: Mathematical Analysis No.15, pp (2008). 7) Regular Solutions Hamilton-Jacobi-Bellman Equations arising in Economics, Applied and Optimization, Vol.51, No.2, (2005). 8) Boundary Control Problems with Convex Cost and Dynamic Programming in Infinite Dimension Part II: Hamilton-Jacobi-Bellman Equation, Discrete and Continuous Dynamical Systems, Vol.12, No.2, pp (2005). 9) On the Dynamic Programming Approach for Optimal Control Problems PDE's with Age Structure (with F. Gozzi), Mathematical Population Studies, Vol.11, No.3-4, pp (2004). 10) Boundary Control Problems with Convex Cost and Dynamic Programming in Infinite Dimension Part I: The Maximum Principle, Differential and Integral Equations, Vol.17, No.9-10, pp (2004). 11) Hopf-Type Estimates and Formulas For Nonconvex Nonconcave Hamilton-Jacobi Equations (coautore M.Bardi), SIAM J. Math. Anal. Vol.29, No.5, pp (1998). Working Papers: 12) G. Fabbri, S. Faggian, G. Freni, On the Mitra-Wan Forest Management Problem in Continuous Time, Working Papers series, Department Economics, University Venice "Ca' Foscari", N. 2013:28, pp.1-57, RepEc link 13) Optimal Investment in Age-Structured Goodwill (wuth L. Grosset), Working paper n.194 Dipartimento di Matematica Applicata, Università Ca' Foscari (2009); 14) Equilibrium Points for Optimal Investment with Vintage Capital", Maximum Principle

7 for Linear-Convex Boundary Control Problems applied to Optimal Investment with Vintage Capital", Working paper n.182 Dipartimento di Matematica Applicata, Università Ca' Foscari (2008); 15) Maximum Principle for Linear-Convex Boundary Control Problems applied to Optimal Investment with Vintage Capital", Working paper n.181 Dipartimento di Matematica Applicata, Universita' Ca' Foscari (2008). VQR EVALUATION Prodotto Valutazione Dettagli FAGGIAN S. (2008). Infinite dimensional Hamilton--Jacobi equations and applications to boundary control problems with state constraints. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, vol. 47: 4, p , ISSN: , doi: / S. FAGGIAN, F. GOZZI (2010). Optimal investment models with vintage capital: Dynamic Programming approach. JOURNAL OF MATHEMATICAL ECONOMICS, vol. 46, p , ISSN: , doi: /j.jmateco FAGGIAN S. (2005). Regular solutions Hamilton-Jacobi - Bellman equations arising in Economics. APPLIED MATHEMATICS AND OPTIMIZATION, vol. 51, p , ISSN: , doi: /s z Indexes 2013: GOOGLE SCHOLAR: Documents 19, Citations 129, h-index 6; SCOPUS: Documents 9, Citations 33, h-index 4; MATHSCINET: Number articles 9 ISI WOS: Number articles 7 [Last update ]