Zobrazeno 1 - 10
of 94
pro vyhledávání: '"MARIGONDA, ANTONIO"'
Autor:
Marigonda, Antonio, Nguyen, Khai T.
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation. The exist
Externí odkaz:
http://arxiv.org/abs/2102.03884
Publikováno v:
Nonlinear Analysis 199 (2020)
We introduce a functional framework which is specially suited to formulate several classes of anisotropic evolution equations of tempered diffusion type. Under an amenable set of hypothesis involving a very natural potential function, these models ca
Externí odkaz:
http://arxiv.org/abs/2002.11584
Autor:
Cavagnari, Giulia, Marigonda, Antonio
In this paper we establish an attainability result for the minimum time function of a control problem in the space of probability measures endowed with Wasserstein distance. The dynamics is provided by a suitable controlled continuity equation, where
Externí odkaz:
http://arxiv.org/abs/1904.10933
Publikováno v:
Journal of Mathematical Analysis and Applications (JMAA), 2019
In this paper we study optimal control problems in Wasserstein spaces, which are suitable to describe macroscopic dynamics of multi-particle systems. The dynamics is described by a parametrized continuity equation, in which the Eulerian velocity fiel
Externí odkaz:
http://arxiv.org/abs/1806.06119
Autor:
Marigonda, Antonio, Nguyen, Khai T.
We consider a model of debt management, where a sovereign state trade some bonds to service the debt with a pool of risk-neutral competitive foreign investors. At each time, the government decides which fraction of the gross domestic product (GDP) mu
Externí odkaz:
http://arxiv.org/abs/1805.05043
Autor:
Capuani, Rossana *, Marigonda, Antonio
Publikováno v:
In IFAC PapersOnLine 2022 55(30):180-185
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 income of the borrower is governed by a stochastic process. When the deb
Externí odkaz:
http://arxiv.org/abs/1609.05983
Autor:
Marigonda, Antonio, Nguyen, Khai T.
Publikováno v:
Mathematical Control & Related Fields; Jun2024, Vol. 14 Issue 2, p1-20, 20p
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
We study the time optimal control problem with a general target $\mathcal S$ for a class of differential inclusions that satisfy mild smoothness and controllability assumptions. In particular, we do not require Petrov's condition at the boundary of $
Externí odkaz:
http://arxiv.org/abs/1311.4415