Mauro Rosestolato
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension
2020/12/29 by Andrea Cosso, Cosso, Andrea, Fausto Gozzi +7 · 4 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Sports Analytics and Performance #Stochastic processes and financial applications
- C0-sequentially equicontinuous semigroups: theory and applications
2015/12/14 by Salvatore Federico, Mauro Rosestolato, Federico, Salvatore +1 · 1 citation
Computer Science · Mathematics · #Advanced Banach Space Theory #Advanced Topology and Set Theory #FOS: Mathematics #Functional Analysis (math.FA) #Optimization and Variational Analysis #Probability (math.PR)
- An optimal advertising model with carryover effect and mean field terms
2024/02/01 by Fausto Gozzi, Federica Masiero, Gozzi, Fausto +3 · 2 citations
Business, Management and Accounting · Decision Sciences · Social Sciences · #Consumer Market Behavior and Pricing #Digital Marketing and Social Media #FOS: Mathematics #Innovation Diffusion and Forecasting #Optimization and Control (math.OC) #Probability (math.PR)
- Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
2021/07/13 by Andrea Cosso, Fausto Gozzi, Cosso, Andrea +6 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR) #Stochastic processes and financial applications