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researcher

A. Calvia

11 papers hereh-index 7713 citations24 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author8
  • middle author1

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.OC8
  • math.PR1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20172025
most citedRisk measures and progressive enlargement of filtration: a BSDE approach

9 citations · 24 across the 9 of their papers we have counts for

collaborators
Showing 2017 · math.OCShow all

1 paper · 2 filters

math.OC2017★ 9 cited

Optimal control of continuous-time Markov chains with noise-free observation

Alessandro Calvia

We consider an infinite horizon optimal control problem for a continuous-time Markov chain X in a finite set I with noise-free partial observation. The observation process is d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.