9 citations · 24 across the 9 of their papers we have counts for
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math.OC2020
State constrained control problems in Banach lattices and applications
Alessandro Calvia, Salvatore Federico, Fausto Gozzi
This paper aims to study a family of deterministic optimal control problems in infinite dimensional spaces. The peculiar feature of such problems is the presence of a positivity st…
math.PR2020
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics
Elena Bandini, Alessandro Calvia, Katia Colaneri
The objective of this paper is to study the filtering problem for a system of partially observable processes , where is a non-Markovian pure-jump process representing t…