Alessandro Calvia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Existence and uniqueness results for a mean-field game of optimal investment Applied Mathematics and Optimization	2026-09-23	Paper
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks Journal of Mathematical Economics	2024-09-02	Paper
A simple planning problem for COVID-19 lockdown: a dynamic programming approach Economic Theory	2024-04-18	Paper
HJB equations and stochastic control on half-spaces of Hilbert spaces Journal of Optimization Theory and Applications	2023-09-19	Paper
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics Stochastic Processes and their Applications	2022-07-27	Paper
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control Applied Mathematics and Optimization	2022-04-22	Paper
State constrained control problems in Banach lattices and applications SIAM Journal on Control and Optimization	2021-12-01	Paper
Risk measures and progressive enlargement of filtration: a BSDE approach SIAM Journal on Financial Mathematics	2020-11-07	Paper
Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation ESAIM: Control, Optimisation and Calculus of Variations	2020-05-11	Paper
Optimal control of continuous-time Markov chains with noise-free observation SIAM Journal on Control and Optimization	2018-06-01	Paper

Research outcomes over time

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