De Santis, Davide

Number of items: 2.
Public
  • Campi, Luciano, De Santis, Davide (2020). Nonzero-sum stochastic differential games between an impulse controller and a stopper. Journal of Optimization Theory and Applications, 186(2), 688 - 724. https://doi.org/10.1007/s10957-020-01718-6 picture_as_pdf
  • De Santis, Davide (2020). On stochastic differential games with impulse controls and applications [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004310