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Andrea Cosso
ORCID
Publication Activity (10 Years)
Years Active: 2013-2017
Publications (10 Years): 3
Top Topics
Nonlinear Programming
Variational Inequalities
Saddle Point
Top Venues
SIAM J. Control. Optim.
J. Appl. Probab.
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Publications
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Erhan Bayraktar
,
Andrea Cosso
,
Huyên Pham
Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities.
SIAM J. Control. Optim.
55 (3) (2017)
Huy N. Chau
,
Andrea Cosso
,
Claudio Fontana
,
Oleksii Mostovyi
Optimal investment with intermediate consumption under no unbounded profit with bounded risk.
J. Appl. Probab.
54 (3) (2017)
Erhan Bayraktar
,
Andrea Cosso
,
Huyên Pham
Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions.
SIAM J. Control. Optim.
54 (5) (2016)
Andrea Cosso
Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities.
SIAM J. Control. Optim.
51 (3) (2013)