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researcher

Andrea Cosso

35 papers hereh-index 16832 citations44 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author17
  • middle author11
  • last author4

Across the 35 of 35 papers where every author was matched, so the position is known.

fields
  • math.PR24
  • math.OC5
  • math.AP2
  • physics.ins-det1
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 104 across the 30 of their papers we have counts for

collaborators
Showing 2026 · math.OCShow all

1 paper · 2 filters

math.OC2026

Continuous-Time q-Learning with Nonsmooth Value Functions: a BSDE Approach

Manuel Asero, Elena Bandini, Andrea Cosso +1

We study continuous-time q-learning for entropy-regularized diffusion control without assuming classical differentiability of the value function. Rewards and admissible policies ne…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.