18 citations · 22 across the 9 of their papers we have counts for
10 papers
Generalized differentiation in Wasserstein space and application to multiagent control problem
Rossana Capuani, Antonio Marigonda, Marc Quincampoix
Several concepts of generalized differentiation in Wasserstein space have been proposed in order to deal with the intrinsic nonsmoothness arising in the context of optimization pro…
Optimal control for multiagent systems with simultaneous aggregation
Mauro Bonafini, Giulia Cavagnari, Antonio Marigonda
In this paper, we introduce an optimal control problem for multi-agent systems with non-local cost which favors simultaneous aggregation of particles. This is done introducing a ti…
Solutions to a system of first order H-J equations related to a debt management problem
Antonio Marigonda, Khai T. Nguyen
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time…
Anisotropic tempered diffusion equations
Juan Calvo, Antonio Marigonda, Giandomenico Orlandi
We introduce a functional framework which is specially suited to formulate several classes of anisotropic evolution equations of tempered diffusion type. Under an amenable set of h…
Attainability property for a probabilistic target in Wasserstein spaces
Giulia Cavagnari, Antonio Marigonda
In this paper we establish an attainability result for the minimum time function of a control problem in the space of probability measures endowed with Wasserstein distance. The dy…
Generalized Dynamic Programming Principle and Sparse Mean-Field Control Problems
Giulia Cavagnari, Antonio Marigonda, Benedetto Piccoli
In this paper we study optimal control problems in Wasserstein spaces, which are suitable to describe macroscopic dynamics of multi-particle systems. The dynamics is described by a…
A Debt Management Problem with Currency Devaluation
Antonio Marigonda, Khai T. Nguyen
We consider a model of debt management, where a sovereign state trade some bonds to service the debt with a pool of risk-neutral competitive foreign investors. At each time, the go…
A Stochastic Model of Optimal Debt Management and Bankruptcy
Alberto Bressan, Antonio Marigonda, Khai T. Nguyen +1
A problem of optimal debt management is modeled as a noncooperative game between a borrower and a pool of lenders, in infinite time horizon with exponential discount. The yearly in…
Optimality conditions and regularity results for time optimal control problems with differential inclusions
Piermarco Cannarsa, Antonio Marigonda, Khai T. Nguyen
We study the time optimal control problem with a general target for a class of differential inclusions that satisfy mild smoothness and controllability assumptions. In…
On a class of modified Wasserstein distances induced by concave mobility functions defined on bounded intervals
Stefano Lisini, Antonio Marigonda
We study a new class of distances between Radon measures similar to those studied in a recent paper of Dolbeault-Nazaret-Savaré [DNS]. These distances (more correctly pseudo-distan…