Athena Picarelli

Identifiers

• name variant Athena Picarelli 0.60 · backfill

Papers (5)

1. Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems math.PR · 2019 · author #2
2. Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations math.NA · 2018 · author #2
3. Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains math.NA · 2017 · author #1
4. High-order filtered schemes for time-dependent second order HJB equations math.NA · 2016 · author #2
5. A patchy Dynamic Programming scheme for a class of Hamilton-Jacobi-Bellman equations math.NA · 2011 · author #4

Mentions

• 1802.07146 #2 · arxiv_oai · confidence 0.70 Athena Picarelli
• 1611.04939 #2 · arxiv_oai · confidence 0.70 Athena Picarelli
• 1109.3577 #4 · arxiv_oai · confidence 0.70 Athena Picarelli
• 1109.3577 #4 · backfill · confidence 0.70 Athena Picarelli

Frequent Coauthors

• Christoph Reisinger 4 shared papers
• Olivier Bokanowski 2 shared papers
• Emiliano Cristiani 1 shared papers
• Espen R. Jakobsen 1 shared papers
• Julen Rotaetxe Arto 1 shared papers
• Maurizio Falcone 1 shared papers
• Simone Cacace 1 shared papers