Athena Picarelli

Available identifiers

zbMath Open picarelli.athenaWikidataQ120960554 ScholiaQ120960554MaRDI QIDQ889854

List of research outcomes

Publication	Date of Publication	Type
Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework	2023-06-01	Paper
Optimal management of pumped hydroelectric production with state constrained optimal control	2021-11-16	Paper
Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations	2021-07-06	Paper
On the set of robust sustainable thresholds for uncertain control systems	2021-01-12	Paper
Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems	2020-11-20	Paper
A level-set approach for stochastic optimal control problems under controlled-loss constraints	2020-09-10	Paper
Probabilistic error analysis for some approximation schemes to optimal control problems	2020-04-22	Paper
Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains	2020-03-24	Paper
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems	2019-09-19	Paper
A Hamilton-Jacobi-Bellman approach for the numerical computation of probabilistic state constrained reachable sets	2019-06-13	Paper
8. Boundary Mesh Refinement For Semi-Lagrangian Schemes	2018-11-23	Paper
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost	2018-09-25	Paper
High-order filtered schemes for time-dependent second order HJB equations	2018-08-10	Paper
Hamilton–Jacobi–Bellman Equations	2018-04-05	Paper
State-constrained stochastic optimal control problems via reachability approach	2016-10-05	Paper
Zubov's method for controlled diffusions with state constraints	2015-11-09	Paper
Dynamic programming and error estimates for stochastic control problems with maximum cost	2015-04-21	Paper
A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations	2013-01-24	Paper

Research outcomes over time

This page was built for person: Athena Picarelli