1,723,967 research outputs found
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization
Full text linkIn this paper we study the limit of the value function for a two-scale, infinitedimensional, stochastic controlled system with cylindrical noise and possibly degenerate diffusion. The limit is represented as the value function of a new reduced control problem (on a reduced state space). The presence of a cylindrical noise prevents representation of the limit by viscosity solutions of Hamilton-Jacobi-Bellman equations as in [Swiech, ESAIM Control Optim. Calc. Var., to appear] while degeneracy of diffusion coefficients prevents representation as a classical backward stochastic differential equation as in [Guatteri and Tessitore, Appl. Math. Optim., 83 (2021), pp. 1025-1051]. We use a vanishing noise""regularization technique
F. De Sanctis riformatore dell’Università degli Studi di Napoli e della Società Reale di Napoli
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Singular limit of BSDES and optimal control of two scale systems with jumps in infinite dimensional spaces
Full text linkThe paper is devoted to a stochastic optimal control problem for a two scale, infinite dimensional, stochastic system. The state of the system consists of “slow” and “fast” component and its evolution is driven by both continuous Wiener noises and discontinuous Poisson-type noises. The presence of discontinuous noises is the main feature of the present work. We use the theory of backward stochastic differential equations (BSDEs) to prove that, as the speed of the fast component diverges, the value function of the control problem converges to the solution of a reduced forward-backward system that, in turn, is related to a reduced stochastic optimal control problem. The results of this paper generalize to the case of discontinuous noise the ones in [Guatteri and Tessitore, Appl. Math. Optim. 83 (2021) 1025–1051] and [Świ¸ech, ESAIM Control Optim. Calc. Var. 27 (2021) Paper No. 6, 34]
Progetto di ricerca per il distretto del marmo
No full textIl capitolo evidenza le linee guida di un progetto di ricerca finalizzato ad indagare i processi di sviluppo delle imprese operanti nel distretto del marmo, avuto riguardo alle logiche aggregative proprie del settor
Tessitore, Fulvio.
No full textDettagliata biografia e profilo storico-critico del pittore Fulvio Tessitore (Napoli 1870-1933). Erede della grande scuola pittorica napoletana ottocentesca, ne fu un interessante e aggiornato interprete lungo i primi decenni del Novecento
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