Training and Research
PhD Programme Courses/classes
This page lists the training activities for the PhD programme for the academic year 2025/2026. Additional activities will be added during the year. Please check back regularly for updates!
Mathematics
Credits: 7.5
Language: English
Teacher: Corrado De Vecchi, Andrea Mazzon
Probability
Credits: 7.5
Language: English
Teacher: Marco Minozzo
Introduction to Economics
Credits: 5
Language: English
Teacher: Roberto Ricciuti
Mathematical Statistics
Credits: 5
Language: English
Teacher: Catia Scricciolo
Continuous Time Econometrics
Credits: 5
Language: English
Teacher: Cecilia Mancini
Macroeconomics I
Credits: 7.5
Language: INGLESE
Teacher: Tamara Fioroni, Alessia Campolmi
Microeconomics I
Credits: 10.5
Language: English
Teacher: Simona Fiore, Claudio Zoli, Martina Menon
Game Theory
Credits: 5
Language: English
Teacher: Francesco De Sinopoli
Financial Time Series
Credits: 5
Language: English
Teacher: Giuseppe Buccheri, Lorenzo Frattarolo
Stochastic Optimization and Control
Credits: 5
Language: English
Teacher: Athena Picarelli
Advice to Young Researchers
Credits: 4
Language: English
Teacher: Marco Piovesan
Job Market Orientation
Credits: 2
Language: English
Teacher: Simone Quercia
Behavioral and Experimental Economics
Credits: 4
Language: English
Teacher: Simone Quercia, Maria Vittoria Levati, Marco Piovesan
Inequality
Credits: 4
Language: English
Teacher: Francesco Andreoli, Claudio Zoli, Lidia Ceriani
Political Economy
Credits: 4
Language: English
Teacher: Emanuele Bracco, Roberto Ricciuti
Development Economics
Credits: 4
Language: Italian
Teacher: Federico Perali
Health Economics
Credits: 4
Language: English
Teacher: Paolo Pertile, Paola Bertoli
Stochastic Processes in Finance
Credits: 5
Language: English
Teacher: Sara Svaluto-Ferro
Financial Mathematics
Credits: 5
Language: Inglese
Teacher: Alessandro Gnoatto
Stochastic Optimization and Control (2025/2026)
Teacher
Referent
Credits
5
Language
English
Class attendance
Compulsory
Location
VERONA
Learning objectives
The course deals with continuous-time stochastic control problems and presents their applications in the field of finance. Topics covered include the maximum principle and dynamic programming, free boundary problems, optimal control and backward stochastic equations, numerical approximation, differential games.
Prerequisites and basic notions
Stochastic calculus, ordinary and partial differential equations. Basics of numerical analysis.
Program
Introduction to stochastic optimal control in continuous time;
Maximum Principle;
Dynamic Programming Principle;
Optimal Control and backward stochastic differential equations;
Numerical approximation;
Free boundary problems, constrained problems.
Bibliography
Didactic methods
Frontal teaching.
Learning assessment procedures
Oral presentation
Assessment
It will be evaluated the ability of the student to apply the presented techniques to solve optimal control problems.
Criteria for the composition of the final grade
Evaluation of the presentation
Scheduled Lessons
| When | Classroom | Teacher | topics |
|---|---|---|---|
|
Wednesday 04 February 2026 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Introducition to stochastic optimal control |
|
Thursday 05 February 2026 15:00 - 18:00 Duration: 3:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Pontryagin Maximum Principle. Statement and proof in the deterministic case. Statement of the theorem in the stochastic case. |
|
Tuesday 10 February 2026 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Dynamic programming principle and Hamilton-Jacobi-Bellman equation |
|
Thursday 12 February 2026 14:00 - 17:00 Duration: 3:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Viscosity solutions to HJB equation and comparison principle |
|
Tuesday 17 February 2026 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Other optimal control problems: infinite horizon, optimal stopping, problems with exit times, state constrained problems. |
|
Thursday 19 February 2026 14:00 - 17:00 Duration: 3:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Impulsive optimal control problems. About the link between optimal control and BSDEs. |
|
Tuesday 24 February 2026 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | The martingale method for solving optimal investment problems. |
|
Thursday 26 February 2026 14:00 - 17:00 Duration: 3:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Athena Picarelli | Numerical methods for optimal control. |
