Pubblicazioni

Co-jumps and recursive preferences in portfolio choices

2023 - ANNALS OF FINANCE

Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD

2023 - APPLIED MATHEMATICS AND COMPUTATION

Falcone, M; Kirsten, G; Saluzzi, L

Smart integration and energy optimization of evs charging systems in a nanogrid

2023 - Proceedings 2023 IEEE International Conference on Electrical Systems for Aircraft, Railway, Ship Propulsion and Road Vehicles and International Transportation Electrification Conference, ESARS-ITEC 2023

Leonori, S; Moscatiello, C; Falvo, Mc; Mascioli, Fmf

A Numerically Exact Algorithm for the Bin-Packing Problem

2023 - INFORMS JOURNAL ON COMPUTING

Baldacci, Roberto; Coniglio, Stefano; Cordeau, Jean-FranÃ§ois; Furini, Fabio

HJB-RBF Based Approach for the Control of PDEs

2023 - JOURNAL OF SCIENTIFIC COMPUTING

Alla, Alessandro; Oliveira, Hugo; Santin, Gabriele

Data-Driven Tensor Train Gradient Cross Approximation for HamiltonâJacobiâBellman Equations

2023 - SIAM JOURNAL ON SCIENTIFIC COMPUTING

Dolgov, Sergey; Kalise, Dante; Saluzzi, Luca