1 citations · 1 across the 3 of their papers we have counts for
3 papers
Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation for Optimal Control Problems with Uncertainty
M. Soledad Aronna, Michele Palladino, Oscar Sierra
We study the properties of the value function associated with an optimal control problem with uncertainties, known as average or Riemann-Stieltjes problem. Uncertainties are assume…
Online identification and control of PDEs via Reinforcement Learning methods
Alessandro Alla, Agnese Pacifico, Michele Palladino +1
We focus on the control of unknown Partial Differential Equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control inp…
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…