Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities. - Andrea Cosso (SIAM J. Control. Optim., 2013)

Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions. - Erhan Bayraktar; Andrea Cosso; Huyên Pham (SIAM J. Control. Optim., 2016)

Optimal investment with intermediate consumption under no unbounded profit with bounded risk. - Huy N. Chau; Andrea Cosso; Claudio Fontana; Oleksii Mostovyi (J. Appl. Probab., 2017)

Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities. - Erhan Bayraktar; Andrea Cosso; Huyên Pham (SIAM J. Control. Optim., 2017)

A Tikhonov Theorem for McKean-Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems. - Matteo Burzoni; Alekos Cecchin; Andrea Cosso (SIAM J. Control. Optim., 2024)