4 citations · 7 across the 5 of their papers we have counts for
5 papers
Controlled Interacting Branching Diffusion Processes: A Viscosity Approach
Antonio Ocello
We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the…
Optimal Stopping of Branching Diffusion Processes
Idris Kharroubi, Antonio Ocello
This article explores an optimal stopping problem for branching diffusion processes. It consists in looking for optimal stopping lines, a type of stopping time that maintains the b…
Controlled superprocesses and HJB equation in the space of finite measures
Antonio Ocello
This paper introduces the formalism required to analyze a certain class of stochastic control problems that involve a super diffusion as the underlying controlled system. To establ…
Controlled Interacting Branching Diffusion Processes: Relaxed Formulation in the Mean-Field Regime
Antonio Ocello
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to i…
A Stochastic Target Problem for Branching Diffusions
Idris Kharroubi, Antonio Ocello
We consider an optimal stochastic target problem for branching diffusion processes. This problem consists in finding the minimal condition for which a control allows the underlying…