BANDINI, ELENA
BANDINI, ELENA
DIPARTIMENTO DI ECONOMIA E FINANZA
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.007 secondi).
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
2017 Bandini, Elena; Fuhrman, Marco
Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous
2015 Bandini, Elena
Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function
2017 Bandini, Elena
Optimal control of semi-Markov processes with a backward stochastic differential equations approach
2017 Bandini, Elena; Confortola, Fulvia
Optimal dividend payout under stochastic discounting
2022 Bandini, Elena; De Angelis, T.; Ferrari, G.; Gozzi, Fausto
Weak Dirichlet processes with jumps
2017 Bandini, Elena; Russo, Francesco
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes | 2017 | Bandini, Elena; Fuhrman, Marco | |
| Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous | 2015 | Bandini, Elena | |
| Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function | 2017 | Bandini, Elena | |
| Optimal control of semi-Markov processes with a backward stochastic differential equations approach | 2017 | Bandini, Elena; Confortola, Fulvia | |
| Optimal dividend payout under stochastic discounting | 2022 | Bandini, Elena; De Angelis, T.; Ferrari, G.; Gozzi, Fausto | |
| Weak Dirichlet processes with jumps | 2017 | Bandini, Elena; Russo, Francesco |