Curriculum Vitae
of
Silvia Faggian
Contact
Address:
Phone:
Email:
Webpage:
Dipartimento di Economia, Università “Ca' Foscari" Venezia,
Cannaregio 873, 30121 Venezia;
(+39) 041-234-6913, Fax: (+39) 041-234-7444
[email protected]
http://venus.unive.it/faggian/
Education
2002: Ph.D. in Mathematics, Università di Pisa, Italy (advisor: Fausto Gozzi, LUISS “Guido
Carli”)
1994: Italian Doctoral Degree in Mathematics (former Laurea in Matematica) Universita' di
Padova (advisor: Martino Bardi, Università di Padova)
Current positions
Universita' “Ca' Foscari" Venezia, Italy: Associate Professor in Mathematical Methods for
Economics. (SSD SECS/S-06)
Past Positions
2008-2013: Universita' “Ca' Foscari" Venezia, Italy: Assistant Professor in Mathematical
Methods for Economics.
2004-2008: L.U.M. “Jean Monnet” Casamassima, Bari, Italy: Assistant Professor in
Mathematical Methods for Economics.
2008-2011: L.U.I.S.S. “Guido Carli”, Roma, Italy: Adjunct Professor in the MOSEC
(“Master of Science in Economics”) Program.
2011: I.A.S.L. Institute for Advanced Studies, Lucca, Italy: Adjunct Professor in the IMT
(Institutions Markets Technologies) Ph.D Program.
2004-2006: Università di Lecce, Italy: Adjunct Professor in the Ph.D Program “Metodi
Economici e Quantitativi per l'Analisi dei Mercati”
2002-2004: Universita' di Roma “La Sapienza", Italy: 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.
2001-2002: Universitaet Tuebingen, Germany: Research Associate in Mathematical
Analysis.
2001-2005: Holder (on leave) of the Chair of Mathematics-47A for the school of upper
secondary education in the Veneto Region.
1996-1998: 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 of Padova
and the University of California Santa Barbara, (TOEFL test graded 600).
Curriculum Vitae
of
Silvia Faggian
1988: Scholarship of the University of Padova.
1987: Scholarship of the University of Padova.
Professional Services and Activities
Referee for:
Discrete ad Continuous Dynamical Systems
Journal of Economic Dynamics and Control
Journal of Mathematical Economics
Mathematical Population Studies
SIAM Journal of Control and Optimization
Editor for:
Zanichelli Editore S.p.a. (employed indefinitely as an acting editor, 1996-1998)
Le Monnier (2003)
Mondadori (2008-2009)
Scientific Associations:
Associazione per la Matematica Applicata alle Scienze Economiche e Sociali, socia dal
2003.
American Mathematical Society, socia dal 2010.
Funding
Member of the following co-financed research projects (PRIN):
2010-11: “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 of Technology, Atlanta, USA, on invitation of Andrej Swiech.
Invited seminars (title of the talk)
2002: Mathematisches Institut der Universität Tübingen, Germany (Linear convex control
in Hilbert spaces and application to boundary control of PDEs)
2002: Dipartimento di Matematica, Universita di Pisa (two seminars: Equazioni di HamiltonJacobi-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)
Curriculum Vitae
of
Silvia Faggian
2007: Università Bocconi, Milano (Bellman's Dynamic Programming approach in problems
of 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 of 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 of 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 of L.S. Pongryagin” (Dynamic programming for infinite
horizon boundary control problems for optimal investment with vintage capital)
Curriculum Vitae
of
Silvia Faggian
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 of 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) 12th 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 of 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) “24th European conference in operational research”
Curriculum Vitae
of
Silvia Faggian
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; LT= Laurea Triennale; LM= Laurea Magistrale
BD= Bachelor Degree; PhD; M= Master; [PS] = practise sessions.)
Year
2013-14
University
Ca' Foscari
2012-13
Ca' Foscari
2011-12
Ca' Foscari
Ca' Foscari
Ca' Foscari
Ca' Foscari
LUISS
IASL
Ca' Foscari
LUISS
Ca' Foscari
LUISS
LUM
2010-11
2009-10
2008-09
2007-08
2006-07
2005-06
2004-05
2003-04
2002-03
2001-02
2000-01
1999-2000
LUM
LUM
Lecce
LUM
LUM
LUM
LUM
Lecce
Roma 1
Roma 1
Tubinga (Geologia)
Tubinga (Matematica)
Tubinga (Matematica)
Pisa (Informatica)
Pisa (Informatica)
Pisa (Ingegneria)
Pisa (Informatica)
Course
Mathematics II
Additional Learning Requirements
Dynamic of Complex Systems
Matematica II
Mathematics II
Additional Learning Requirements
Dynamic of Complex Systems
Matematica II (Summer School)
Mathematics II (Summer School)
Matematica (Corso di Recupero)
Matematica II (Summer School)
Mathematics
Mathematics for Economics
Mathematics
Quantitive Analysis
Matematica
Mathematics
Matematica
Mathematics
Matematica Generale
Matematica Finanziaria
Matematica Generale
Matematica Finanziaria
Mathematics
Matematica Generale [PS]
Matematica Finanziaria
Matematica Generale [PS]
Matematica Finanziaria
Mathematics
Matem. per l'Economia II
Matematica Generale [PS]
Matematica Generale [PS]
Math. Methods for Geoscience
Operatorentheorie [PS]
Dynamic Programming
Analisi Matematica I [PS]
Analisi Matematica II [PS]
Analisi Matematica I [PS]
Analisi Matematica I [PS]
language
Eng
Eng
Eng
Ita
Eng
Eng
Eng
Ita
Eng
Ita
Ita
Eng
Eng
Eng
Eng
Ita
Eng
Ita
Eng
Ita
Ita
Ita
Ita
Eng
Ita
Ita
Ita
Ita
Eng
Ita
Ita
Ita
Eng
Eng
Eng
Ita
Ita
Ita
Ita
Level
LT
LT
PhD
LT
LT
LT
PhD
LT
LT
LT
LT
LT
LM
PhD+M
PhD
LT
PhD+M
LT
PhD+M
LT
LT
LT
LT
PhD
LT
LT
LT
LT
PhD
LM
LT
LT
M
BD
PhD
LT
LT
LT
LQ
Curriculum Vitae
of
Silvia Faggian
Research Interests
Optimal control in infinite dimensional spaces, via Bellman's Dynamic Programming.
Hamilton-Jacobi equations in Hilbert spaces. Control of 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 of 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 of Operations Research,
vol.78, pp.259-284, Link DOI .
3) Optimal Investment Models with Vintage Capital: Dynamic Programming Approach
(with F. Gozzi), Journal of Mathematical Economics No.46, pp. 416-437 (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.2157-2178
(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.267290 (2008);
6) Applications of Dynamic Programming to Economic Problems with Vintage Capital,
Dynamics of Continuous, Discrete and Impulsive Systems, Series A: Mathematical
Analysis No.15, pp. 527-553 (2008).
7) Regular Solutions of Hamilton-Jacobi-Bellman Equations arising in Economics,
Applied Mathematics 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.323-346 (2005).
9) On the Dynamic Programming Approach for Optimal Control Problems of PDE's with
Age Structure (with F. Gozzi), Mathematical Population Studies, Vol.11, No.3-4,
pp.233-270 (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.1149-1174 (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.1067-1086
(1998).
Working Papers:
12) G. Fabbri, S. Faggian, G. Freni, On the Mitra-Wan Forest Management Problem in
Continuous Time, Working Papers series, Department of Economics, University of
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 of Dipartimento di Matematica Applicata, Università Ca' Foscari (2009);
14) Equilibrium Points for Optimal Investment with Vintage Capital", Maximum Principle
Curriculum Vitae
of
Silvia Faggian
for Linear-Convex Boundary Control Problems applied to Optimal Investment with
Vintage Capital", Working paper n.182 of 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 of Dipartimento di
Matematica Applicata, Universita' Ca' Foscari (2008).
VQR EVALUATION 2004-2010
Prodotto
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. 2157-2178, ISSN: 0363-0129,
doi: 10.1137/070683738
Valutazione
1
S. FAGGIAN, F. GOZZI (2010). Optimal investment models with
vintage capital: Dynamic Programming approach. JOURNAL OF
MATHEMATICAL ECONOMICS, vol. 46, p. 416-437, ISSN: 03044068, doi: 10.1016/j.jmateco.2010.02.006
0.8
FAGGIAN S. (2005). Regular solutions of Hamilton-Jacobi Bellman equations arising in Economics. APPLIED
MATHEMATICS AND OPTIMIZATION, vol. 51, p. 123-162, ISSN:
0095-4616, doi: 10.1007/s00245-004-0809-z
0.8
Indexes 2013:
GOOGLE SCHOLAR: Documents 19, Citations 129, h-index 6;
SCOPUS: Documents 9, Citations 33, h-index 4;
MATHSCINET: Number of articles 9
ISI WOS: Number of articles 7
[Last update 19.01.2013]
Dettagli