1 citations · 1 across the 2 of their papers we have counts for
4 papers
Regularity Properties of Constrained Set-Valued Mappings
M. Papi, S. Sbaraglia
In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. T…
Lipschitzian Estimates in Discrete-Time Constrained Stochastic Optimal Control
M. Papi, S. Sbaraglia
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value functio…
Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications
M. Papi
We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularit…
A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations
M. Papi
Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equ…