activity
20042023
most citedStochastic Optimal Control with Delay in the Control I: solving the HJB equation through partial smoothing

37 citations · 134 across the 34 of their papers we have counts for

collaborators

41 papers

math.OC2023

Optimal Planning in Habit Formation Models with Multiple Goods

Mauro Bambi, Daria Ghilli, Fausto Gozzi +1

In this paper, on the line e.g. of [COW00]) we investigate a model with habit formation and two types of substitute goods. Such family of models, even in the case of 1 good, are di…

math.OC2023

Lifting partial smoothing to solve HJB equations and stochastic control problems

Fausto Gozzi, Federica Masiero

We study a family of stochastic control problems arising in typical applications (such as boundary control and control of delay equations with delay in the control) with the ultima…

math.OC2023

An optimal control problem with state constraints in a spatio-temporal economic growth model on networks

Alessandro Calvia, Fausto Gozzi, Marta Leocata +3

We introduce a spatial economic growth model where space is described as a network of interconnected geographic locations and we study a corresponding finite-dimensional optimal co…

math.OC2022

HJB equations and stochastic control on half-spaces of Hilbert spaces

Alessandro Calvia, Gianluca Cappa, Fausto Gozzi +1

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we…

math.OC2022

A simple planning problem for COVID-19 lockdown: a dynamic programming approach

Alessandro Calvia, Fausto Gozzi, Francesco Lippi +1

A large number of recent studies consider a compartmental SIR model to study optimal control policies aimed at containing the diffusion of COVID-19 while minimizing the economic co…

econ.TH2021

A dynamic theory of spatial externalities

Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico +1

We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion…