The following pages link to Alessandro Calvia (Q2128618):
Displaying 8 items.
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
- A simple planning problem for COVID-19 lockdown: a dynamic programming approach (Q6131950) (← links)
