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Alessandro Calvia

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Journal Articles

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2023
[j4]
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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): 710-744 (2023)
2021
[j3]
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Alessandro Calvia, Salvatore Federico, Fausto Gozzi:
State Constrained Control Problems in Banach Lattices and Applications. SIAM J. Control. Optim. 59(6): 4481-4510 (2021)
2020
[j2]
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Alessandro Calvia, Emanuela Rosazza Gianin:
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM J. Financial Math. 11(3): 815-848 (2020)
2018
[j1]
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Alessandro Calvia:
Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation. SIAM J. Control. Optim. 56(3): 2000-2035 (2018)

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