CALVIA, ALESSANDRO
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A simple planning problem for COVID-19 lockdown: a dynamic programming approach
2024-01-01 Calvia, A; Gozzi, F; Lippi, F; Zanco, G
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
2024-01-01 Calvia, A.; Gozzi, F.; Leocata, M.; Papayiannis, G. I.; Xepapadeas, A.; Yannacopoulos, A. N.
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces
2023-01-01 Calvia, Alessandro; Cappa, Gianluca; Gozzi, Fausto; Priola, Enrico
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
2022-01-01 Calvia, Alessandro; Ferrari, Giorgio
Optimal control of continuous-time markov chains with noise-free observation
2018-01-01 Calvia, Alessandro
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach
2020-01-01 Calvia, Alessandro; Rosazza Gianin, Emanuela
Short-rate models with stochastic discontinuities: A PDE approach
2026-01-01 Calvia, Alessandro; De Donno, Marzia; Guardasoni, Chiara; Sanfelici, Simona
State Constrained Control Problems in Banach Lattices and Applications
2021-01-01 Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto
Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation
2020-01-01 Calvia, Alessandro
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics
2022-01-01 Bandini, E.; Calvia, A.; Colaneri, K.