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!

Instructions for lecturers: managing lessons

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

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

Visualizza la bibliografia con Leganto, strumento che il Sistema Bibliotecario mette a disposizione per recuperare i testi in programma d'esame in modo semplice e innovativo.

Didactic methods

Frontal teaching.

Learning assessment procedures

Oral presentation

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

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.