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Publications by Tiziano Vargiolu
Nonzero-Sum Stochastic Differential Games With Impulse Controls: A Verification Theorem With Applications
Mathematics of Operations Research
Management Science
Computer Science Applications
Operations Research
Mathematics
Optimal Portfolio for HARA Utility Functions in a Pure Jump Multidimensional Incomplete Market
International Journal of Risk Assessment and Management
Statistics
Probability
Business
Uncertainty
International Management
Management Science
Operations Research
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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games With Financial Applications
Two-Player Nonzero-Sum Omega-Regular Games
Leontief Economies Encode Nonzero Sum Two-Player Games
Policy Iteration Algorithms for Zero-Sum Stochastic Differential Games With Long-Run Average Payoff Criteria
Journal of the Operations Research Society of China
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Conditional Viability for Impulse Differential Games
A Comparison Theorem for Solutions of Stochastic Differential Equations and Its Applications
Proceedings of the American Mathematical Society
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The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
Journal of Mathematical Analysis and Applications
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The Challenge of Non-Zero-Sum Stochastic Games
International Journal of Game Theory
Statistics
Probability
Uncertainty
Economics
Social Sciences
Mathematics
Econometrics