We study the revenue maximization problem of a seller who is partially informed about the distribution of buyer's valuations, only knowing its first N moments. The seller chooses the mechanism generating the best revenue ...

In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...

In this article we study optimal control problems for sys- tems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality ...