Pubblicazioni

Reliable optimal controls for SEIR models in epidemiology

2024 - MATHEMATICS AND COMPUTERS IN SIMULATION

Cacace, Simone; Oliviero, Alessio

Pension funds with longevity risk: an optimal portfolio insurance approach

2024 - INSURANCE MATHEMATICS & ECONOMICS

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; Oliva, Immacolata

A Multilinear HJB-POD Method for the Optimal Control of PDEs on a Tree Structure

2024 - JOURNAL OF SCIENTIFIC COMPUTING

Kirsten, G.; Saluzzi, L.

Co-jumps and recursive preferences in portfolio choices

2023 - ANNALS OF FINANCE

Oliva, Immacolata; Stefani, Ilaria

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

On the exact separation of cover inequalities of maximum-depth

2022 - OPTIMIZATION LETTERS

Catanzaro, D.; Coniglio, S.; Furini, F.

An overview on dynamic optimal portfolio allocation

2022 - ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA ...

Stefani, Ilaria

Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems

2022 - ESAIM. COCV

Saluzzi, L.; Alla, A.; Falcone, M.

A novel algorithm for online inexact string matching and its FPGA implementation

2020 - COGNITIVE COMPUTATION

Cinti, Alessandro; Bianchi, Filippo Maria; Martino, Alessio; Rizzi, Antonello

Microgrid energy management systems design by computational intelligence techniques

2020 - APPLIED ENERGY

Leonori, Stefano; Martino, Alessio; Frattale Mascioli, Fabio Massimo; Rizzi, Antonello

A lexicographic pricer for the fractional bin packing problem

2019 - OPERATIONS RESEARCH LETTERS

Coniglio, S.; D'Andreagiovanni, F.; Furini, F.

Microgrid energy management by ANFIS supported by an ESN based prediction algorithm

2018 - Proc. of International Joint Conference on Neural Networks (IJCNN) 2018

Leonori, Stefano; Rizzi, Antonello; Paschero, Maurizio; Mascioli, Fabio Massimo Frattale

On the Product Knapsack Problem

2018 - OPTIMIZATION LETTERS

D'Ambrosio, C.; Furini, F.; Monaci, M.; Traversi, E.

Resilient Dynamic Programming

2017 - ALGORITHMICA

Caminiti, Saverio; Finocchi, Irene; Fusco, Emanuele Guido; Silvestri, Francesco

An effective dynamic programming algorithm for the minimum-cost maximal knapsack packing problem

2017 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Furini, F.; Ljubic, I.; Sinnl, M.

A HJB-POD feedback synthesis approach for the wave equation

2016 - BULLETIN BRAZILIAN MATHEMATICAL SOCIETY

Alla, Alessandro; Falcone, Maurizio; Kalise, Dante

A new procedure to analyze RNA non-branching structures

2015 - CURRENT BIOINFORMATICS

Fiscon, Giulia; P., Paci; T., Colombo; G., Iannello

An energy management software for smart buildings with V2G and BESS

2015 - SUSTAINABLE CITIES AND SOCIETY

Lamedica, Regina; Teodori, Sabrina; Carbone, Giovanni; Santini, Ezio

Organized crime, extortion and entrepreneurship under uncertainty

2015 - EUROPEAN JOURNAL OF LAW AND ECONOMICS

Scandizzo, Pasquale L.; Ventura, Marco