Chiara Benazzoli
Identifiers
No identifiers captured yet.
Papers (3)
- $\varepsilon$-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps math.PR · 2017 · author #1
- Mild solutions to the dynamic programming equation for stochastic optimal control problems math.PR · 2017 · author #2
- Feedback optimal controllers for the Heston model math.OC · 2017 · author #2
Mentions
No mention provenance yet.
Frequent Coauthors
- Luca Di Persio 3 shared papers
- Viorel Barbu 2 shared papers
- Luciano Campi 1 shared papers