Alessandro Milazzo

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
An abstract decomposition of measures and its many applications Journal of Mathematical Analysis and Applications	2025-12-29	Paper
On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems Journal of Optimization Theory and Applications	2024-11-12	Paper
A detection problem with a monotone observation rate Stochastic Processes and their Applications	2024-05-06	Paper
The de Finetti Problem with Uncertain Competition SIAM Journal on Control and Optimization	2023-10-26	Paper
Dynamic programming principle for classical and singular stochastic control with discretionary stopping Applied Mathematics and Optimization	2023-04-27	Paper
On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems	2023-01-13	Paper
An abstract decomposition of measures and its many applications	2022-04-15	Paper
The de Finetti problem with unknown competition	2022-04-14	Paper
Dynamic programming principle for classical and singular stochastic control with discretionary stopping (available as arXiv preprint)	2021-11-18	Paper
Optimal stopping for the exponential of a Brownian bridge Journal of Applied Probability	2020-05-12	Paper
Optimal stopping for the exponential of a Brownian bridge Journal of Applied Probability	2020-05-12	Paper

Research outcomes over time

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