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math.PR2023★ 1 cited
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…
math.PR2023★ 2 cited
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…