PICARELLI, ATHENA

PICARELLI, ATHENA  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Risultati 1 - 20 di 20 (tempo di esecuzione: 0.019 secondi).
Titolo Data di pubblicazione Autore(i) File
A deep solver for BSDEs with jumps 1-gen-2022 Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
A Hamilton-Jacobi-Bellman Approach for the Numerical Computation of Probabilistic State Constrained Reachable Sets 1-gen-2018 Assellaou, Mohamed; Picarelli, Athena
A Level-Set Approach for Stochastic Optimal Control Problems under Controlled-Loss Constraints 1-gen-2020 Bouveret, Geraldine; Picarelli, Athena
A Patchy Dynamic Programming Scheme for a Class of Hamilton--Jacobi--Bellman Equations 1-gen-2012 Cacace, Simone; Cristiani, Emiliano; Falcone, Maurizio; Picarelli, Athena
Boundary Mesh Refinement For Semi-Lagrangian Schemes 1-gen-2018 Picarelli, Athena; Reisinger, Christoph; Rotaetxe Arto, Julen
Deep Quadratic Hedging 1-gen-2022 Gnoatto, Alessandro; Lavagnini, Silvia; Picarelli, Athena
Deep xVA solver - A neural network based counterparty credit risk management framework 1-gen-2023 Gnoatto, Alessandro; Picarelli, Athena; Reisinger, Christoph
Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems 1-gen-2020 Picarelli, Athena; Reisinger, Christoph
Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost 1-gen-2015 Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa
Hamilton–Jacobi–Bellman Equations 1-gen-2017 Festa, Adriano; Guglielmi, Roberto; Hermosilla, Christopher; Picarelli, Athena; Sahu, Smita; Sassi, Achille; Silva, Francisco J.
High-order filtered schemes for time-dependent second order HJB equations 1-gen-2018 Bokanowski, Olivier; Picarelli, Athena; Reisinger, Christoph
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems 1-gen-2019 Robstad Jakobsen, Espen; Picarelli, Athena; Reisinger, Christoph
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost 1-gen-2018 Kröner, Axel; Picarelli, Athena; Zidani, Hasnaa
On the set of robust sustainable thresholds 1-gen-2021 Gajardo, Pedro; Hermosilla, Cristopher; Picarelli, Athena
Optimal management of pumped hydroelectric production with state constrained optimal control 1-gen-2020 Picarelli, Athena; Vargiolu, Tiziano
Probabilistic error analysis for some approximation schemes to optimal control problems 1-gen-2020 Picarelli, Athena; Reisinger, Christoph
Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains 1-gen-2020 Picarelli, Athena; Reisinger, Christoph; Rotaetxe Arto, Julen
Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations 1-gen-2021 Bokanowski, O; Picarelli, A; Reisinger, C
State-Constrained Stochastic Optimal Control Problems via Reachability Approach 1-gen-2016 Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa
Zubov’s method for controlled diffusions with state constraints 1-gen-2015 Grüne, Lars; Picarelli, Athena