Stochastic Partial Differential Equations and Stochastic Optimal Control with Applications to Mathematical Finance

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  4. Stochastic Partial Differential Equations and Stochastic Optimal Control with Applications to Mathematical Finance
Starting date
March 21, 2016
Duration (months)
12
Departments
Computer Science
Managers or local contacts
Di Persio Luca

Project participants

Chiara Benazzoli
Mauro Bonafini
Temporary Assistant Professor
Giulia Cavagnari
Francesco Giuseppe Cordoni
Luca Di Persio
Associate Professor
Antonio Marigonda
Associate Professor
Research areas involved in the project
Metodi e modelli matematici
Calculus of variations and optimal control; optimization  (DI)
Algebra, Geometria e Logica Matematica
Calculus of variations and optimal control; optimization  (DI)

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