The following pages link to Andrea Cosso (Q271866):
Displaying 30 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- Robust feedback switching control: dynamic programming and viscosity solutions (Q2822795) (← links)
- Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities (Q2848577) (← links)
- Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
- Equilibrium price in intraday electricity markets (Q6054419) (← links)
- On smooth approximations in the Wasserstein space (Q6138091) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q6259227) (← links)
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems (Q6507393) (← links)
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems (Q6608779) (← links)
