15 citations · 36 across the 11 of their papers we have counts for
4 papers · 1 filter
Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
Francesco Cordoni, Luca Di Persio
We consider the existence and first order conditions of optimality for a stochastic optimal control problem inspired by the celebrated FitzHugh-Nagumo model, with nonlinear diffusi…
A bank salvage model by impulse stochastic controls
Francesco Cordoni, Luca Di Persio, Yilun Jiang
The present paper is devoted to the study of a bank salvage model with finite time horizon and subjected to stochastic impulse controls. In our model, the bank's default time is a…
Stochastic port--Hamiltonian systems
Francesco Cordoni, Luca Di Persio, Riccardo Muradore
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variabl…
A lending scheme for a system of interconnected banks with probabilistic constraints of failure
Francesco Cordoni, Luca Di Persio, Luca Prezioso
We derive a closed form solution for an optimal control problem related to an interbank lending schemes subject to terminal probability constraints on the failure of banks which ar…