1 citations · 1 across the 5 of their papers we have counts for
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A Nonlocal Stochastic Optimal Control with Elliptic-Type Smoothing
Stefana-Lucia Anita, Luca Di Persio
We study a nonlocal stochastic optimal control problem in which the control acts through the elliptic smoothing operator on . The state is de…
A Mean Field Game System and a Related Deterministic Optimal Control Problem
Stefana-Lucia Anita
This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be view…
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
Stefana-Lucia Anita, Luca Di Persio
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specif…
Controlling a nonlinear Fokker-Planck equation via inputs with nonlocal action
Stefana-Lucia Anita
This paper concerns an optimal control problem related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem fo…