Calvia, Alessandro
Calvia, Alessandro
GRADUATE SCHOOL
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.014 secondi).
A simple planning problem for COVID-19 lockdown: a dynamic programming approach
2024 Calvia, Alessandro; Gozzi, Fausto; Lippi, Francesco; Zanco, Giovanni Alessandro
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces
2023 Calvia, Alessandro; Cappa, Gianluca; Gozzi, Fausto; Priola, E.
Il ruolo dell’informazione nella misurazione dei rischi finanziari: un approccio quantitativo
2020 Calvia, Alessandro
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
2022 Calvia, Alessandro; Ferrari, Giorgio
Optimal control of continuous-time markov chains with noise-free observation
2018 Calvia, Alessandro
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach
2020 Calvia, Alessandro; Rosazza Gianin, Emanuela
State Constrained Control Problems in Banach Lattices and Applications
2021 Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto
Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation
2020 Calvia, Alessandro
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics
2022 Bandini, E.; Calvia, Alessandro; Colaneri, K.