18 citations · 22 across the 9 of their papers we have counts for
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math.OC2018★ 18 cited
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…
math.OC2018★ 1 cited
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…