Alessandro Calvia

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 4

Top Topics

Denoising Algorithm

Markov Processes

Stochastic Control

Top Venues

SIAM J. Control. Optim.

J. Optim. Theory Appl.

SIAM J. Financial Math.

Publications

Alessandro Calvia, Gianluca Cappa, Fausto Gozzi, Enrico Priola
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. J. Optim. Theory Appl. 198 (2) (2023)
Alessandro Calvia, Salvatore Federico, Fausto Gozzi
State Constrained Control Problems in Banach Lattices and Applications. SIAM J. Control. Optim. 59 (6) (2021)
Alessandro Calvia, Emanuela Rosazza Gianin
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM J. Financial Math. 11 (3) (2020)
Alessandro Calvia
Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation. SIAM J. Control. Optim. 56 (3) (2018)