32 citations · 32 across the 7 of their papers we have counts for
9 papers
A mean field game model with non-local spatial interactions and resources accumulation
Daria Ghilli, Fausto Gozzi, Giovanni Zanco
We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the p…
A Mean Field Game model for COVID-19 with human capital accumulation
Daria Ghilli, Cristiano Ricci, Giovanni Zanco
In this manuscript we present several possible ways of modeling human capital accumulation during the spread of a disease following an agent based approach, where agents behave max…
A simple planning problem for COVID-19 lockdown: a dynamic programming approach
Alessandro Calvia, Fausto Gozzi, Francesco Lippi +1
A large number of recent studies consider a compartmental SIR model to study optimal control policies aimed at containing the diffusion of COVID-19 while minimizing the economic co…
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
Boualem Djehiche, Fausto Gozzi, Giovanni Zanco +1
We consider the life-cycle optimal portfolio choice problem faced by an agent receiving labor income and allocating her wealth to risky assets and a riskless bond subject to a borr…
Verification Results for Age-Structured Models of Economic-Epidemics Dynamics
Giorgio Fabbri, Fausto Gozzi, Giovanni Zanco
In this paper we propose a macro-dynamic age-structured set-up for the analysis of epidemics/economic dynamics in continuous time. The resulting optimal control problem is reformul…
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…
A mean-field model with discontinuous coefficients for neurons with spatial interaction
Franco Flandoli, Enrico Priola, Giovanni Zanco
Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the…
Infinite-dimensional calculus under weak spatial regularity of the processes
Franco Flandoli, Francesco Russo, Giovanni Zanco
Two generalizations of Itô formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when…
An infinite-dimensional approach to path-dependent Kolmogorov equations
Franco Flandoli, Giovanni Zanco
In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward eq…