| Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics E Bayraktar, A Cosso, H Pham Transactions of the American Mathematical Society 370 (3), 2115-2160, 2018 | 94 | 2018 |
| Zero-sum stochastic differential games of generalized McKean–Vlasov type A Cosso, H Pham Journal de Mathématiques Pures et Appliquées 129, 180-212, 2019 | 66 | 2019 |
| Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities A Cosso SIAM Journal on Control and Optimization 51 (3), 2102-2131, 2013 | 58 | 2013 |
| Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato Transactions of the American Mathematical Society 377 (01), 31-83, 2024 | 52 | 2024 |
| Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato The Annals of Applied Probability 33 (4), 2863-2918, 2023 | 45 | 2023 |
| Path-dependent equations and viscosity solutions in infinite dimension A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi | 45 | 2018 |
| Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem E Bandini, A Cosso, M Fuhrman, H Pham Stochastic Processes and their Applications 129 (2), 674-711, 2019 | 44 | 2019 |
| Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach A Cosso, M Fuhrman, H Pham Stochastic Processes and their Applications 126 (7), 1932-1973, 2016 | 42 | 2016 |
| Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations A Cosso, F Russo Infinite Dimensional Analysis, Quantum Probability and Related Topics 19 (04 …, 2016 | 37 | 2016 |
| Strong-viscosity solutions: classical and path-dependent PDEs A Cosso, F Russo | 33 | 2019 |
| Optimal investment with intermediate consumption under no unbounded profit with bounded risk HN Chau, A Cosso, C Fontana, O Mostovyi Journal of Applied Probability 54 (3), 710-719, 2017 | 33 | 2017 |
| Robust feedback switching control: dynamic programming and viscosity solutions E Bayraktar, A Cosso, H Pham SIAM Journal on Control and Optimization 54 (5), 2594-2628, 2016 | 33 | 2016 |
| A regularization approach to functional It\^ o calculus and strong-viscosity solutions to path-dependent PDEs A Cosso, F Russo arXiv preprint arXiv:1401.5034, 2014 | 30 | 2014 |
| Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach E Bandini, A Cosso, M Fuhrman, H Pham The Annals of Applied Probability 28 (3), 1634-1678, 2018 | 29 | 2018 |
| Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation A Cosso, F Russo Bernoulli 28 (1), 481-503, 2022 | 28 | 2022 |
| Reflected BSDEs with nonpositive jumps, and controller-and-stopper games S Choukroun, A Cosso, H Pham Stochastic Processes and their Applications 125 (2), 597-633, 2015 | 22 | 2015 |
| Functional and Banach space stochastic calculi: path-dependent Kolmogorov equations associated with the frame of a Brownian motion A Cosso, F Russo Stochastics of Environmental and Financial Economics: Centre of Advanced …, 2016 | 18 | 2016 |
| Backward SDE representation for stochastic control problems with nondominated controlled intensity S Choukroun, A Cosso | 16 | 2016 |
| The value of informational arbitrage HN Chau, A Cosso, C Fontana Finance and Stochastics 24, 277-307, 2020 | 13 | 2020 |
| Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations A Cosso, C Di Girolami, F Russo Probability on algebraic and geometric structures 668, 43-65, 2014 | 13 | 2014 |
