COSSO, ANDREA

COSSO, ANDREA  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autori Tipo File Abstract
MASTER BELLMAN EQUATION IN THE WASSERSTEIN SPACE: UNIQUENESS OF VISCOSITY SOLUTIONS 2024 Cosso A. + Article (author) -
OPTIMAL CONTROL OF PATH-DEPENDENT MCKEAN–VLASOV SDES IN INFINITE-DIMENSION 2023 Cosso A. + Article (author) -
On smooth approximations in the Wasserstein space 2023 Andrea CossoMattia Martini Article (author) -
Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation 2022 Cosso A. + Article (author) -
Equilibrium price in intraday electricity markets 2022 Cosso, Andrea + Article (author) -
The value of informational arbitrage 2020 Cosso A. + Article (author) -
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions 2019 Cosso A. + Article (author) -
Strong-viscosity solutions : classical and path-dependent PDEs 2019 Cosso A. + Article (author) -
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise 2019 Cosso A. + Article (author) -
Zero-sum stochastic differential games of generalized McKean–Vlasov type 2019 Cosso, Andrea + Article (author) -
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem 2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs and infinite horizon stochastic optimal control 2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach 2018 Cosso, AndreaFuhrman, Marco + Article (author) -
Path-dependent equations and viscosity solutions in infinite dimension 2018 Cosso Andrea + Article (author) -
Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics 2018 Cosso, Andrea + Article (author) -
Ergodicity of robust switching control and nonlinear system of quasi-variational inequalities 2017 Cosso, Andrea + Article (author) -
Optimal investment with intermediate consumption under no unbounded profit with bounded risk 2017 Cosso, Andrea + Article (author) -
BSDEs with diffusion constraint and viscous Hamilton–Jacobi equations with unbounded data 2017 A. Cosso + Article (author) -
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach 2016 A. CossoM. Fuhrman + Article (author) -
Backward SDE representation for stochastic control problems with nondominated controlled intensity 2016 COSSO, ANDREA + Article (author) -