Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation. - Alessandro Calvia (SIAM J. Control. Optim., 2018)

Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. - Alessandro Calvia; Emanuela Rosazza Gianin (SIAM J. Financial Math., 2020)

State Constrained Control Problems in Banach Lattices and Applications. - Alessandro Calvia; Salvatore Federico; Fausto Gozzi (SIAM J. Control. Optim., 2021)

HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. - Alessandro Calvia; Gianluca Cappa; Fausto Gozzi; Enrico Priola (J. Optim. Theory Appl., 2023)