Fausto Gozzi
Finance · with Cosso · 2000–2021
A researcher in the Science corpus: 6 papers; trusts 24 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #10,287 of 10,518 by trust here, #6,162 by citations
- Economics and Econometrics — 19 citations into it
- Applied Mathematics — 11 citations into it
- Computational Theory and Mathematics — 9 citations into it
- Geometry and Topology — 6 citations into it
- Modeling and Simulation — 6 citations into it
- Control and Systems Engineering — 5 citations into it
Whom Fausto Gozzi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Marco Fuhrman
- B. Larssen
- Gianmario Tessitore
- Cong Wu
- Wilfrid Gangbo
- Bruno Dupire
- Vivek Shripad Borkar
- Alain Bensoussan
- Jin Feng
- René A. Carmona
Who trusts Fausto Gozzi overall
Papers from Fausto Gozzi's perspective
Ordered by how strongly the researchers Fausto Gozzi trusts endorse each paper. Same corpus, a different order for every researcher.
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures
- Mean-field stochastic differential equations and associated PDEs
- Mean field games
- The Master Equation and the Convergence Problem in Mean Field Games
- Second Order Partial Differential Equations in Hilbert Spaces: Bibliography
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
- The Master equation in mean field theory
- Optimal Transport: Old and New
- Dynamic programming in stochastic control of systems with delay
Their papers
- Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension (2020) — 49 citations
- Stochastic optimal control of delay equations arising in advertising models (2004) — 110 citations
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2021) — 70 citations
- Growth and agglomeration in the heterogeneous space: a generalized AK approach (2018) — 56 citations
- Stochastic optimal control in infinite dimension : dynamic programming and HJB equations (2017) — 177 citations
- Hamilton–Jacobi–Bellman Equations for the Optimal Control of the Duncan–Mortensen–Zakai Equation☆☆☆ (2000) — 56 citations