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Andrea Cosso

Identifiers

  • name variant Andrea Cosso 0.60 · backfill

Papers (11)

  1. BSDE Representation and Randomized Dynamic Programming Principle for Stochastic Control Problems of Infinite-Dimensional Jump-Diffusions math.PR · 2018 · author #3
  2. Ergodic Control of Infinite Dimensional SDEs with Degenerate Noise math.PR · 2018 · author #1
  3. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem math.PR · 2016 · author #2
  4. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics math.PR · 2016 · author #2
  5. Optimal investment with intermediate consumption under no unbounded profit with bounded risk q-fin.PM · 2015 · author #2
  6. Path-dependent equations and viscosity solutions in infinite dimension math.PR · 2015 · author #1
  7. Ergodicity of robust switching control and nonlinear system of quasi variational inequalities math.PR · 2015 · author #2
  8. Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations math.PR · 2014 · author #1
  9. Reflected BSDEs with nonpositive jumps, and controller-and-stopper games math.PR · 2013 · author #2
  10. Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities math.PR · 2012 · author #1
  11. Viscosity Solutions of Path-Dependent PDEs and Non-Markovian Forward-Backward Stochastic Equations math.PR · 2012 · author #1

Mentions

  • 1509.01672 #2 · backfill · confidence 0.70 Andrea Cosso
  • 1502.05648 #1 · backfill · confidence 0.70 Andrea Cosso
  • 1501.04477 #2 · backfill · confidence 0.70 Andrea Cosso
  • 1411.8000 #1 · backfill · confidence 0.70 Andrea Cosso
  • 1308.5511 #2 · backfill · confidence 0.70 Andrea Cosso
  • 1206.1219 #1 · backfill · confidence 0.70 Andrea Cosso
  • 1202.2502 #1 · backfill · confidence 0.70 Andrea Cosso

Frequent Coauthors