5 citations · 5 across the 2 of their papers we have counts for
3 papers
math.AP2020★ 5 cited
Periodic Homogenization for Weakly Elliptic Hamilton-Jacobi-Bellman Equations with Critical Fractional Diffusion
Adina Ciomaga, Daria Ghilli, Erwin Topp
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case…
math.OC2017
Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions
Daria Ghilli, Zhiping Rao, Hasnaa Zidani
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where th…
math.AP2016
Viscosity methods for large deviations estimates for multiscale stochastic processes
Daria Ghilli
We study singular perturbation problems for second order HJB equations in an unbounded setting. The main applications are large deviations estimates for the short maturity asymptot…