Sfoglia per Autore
Mostrati risultati da 1 a 13 di 13
Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane
2021 Bandini, E; Thieullen, M
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
2020 Addona, D; Bandini, E; Masiero, F
The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures
2020 Bandini, E; Russo, F
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
2019 Bandini, E; Cosso, A; Fuhrman, M; Pham, H
Constrained BSDEs driven by a non-quasi-left-continuous random measure and optimal control of PDMPs on bounded domains
2019 Bandini, E
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
2019 Bandini, E; Cosso, A; Confortola, F
Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function
2018 Bandini, E
Special weak Dirichlet processes and BSDEs driven by a random measure
2018 Bandini, E; Russo, F
Backward sdes for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
2018 Bandini, E; Cosso, A; Fuhrman, M; Pham, H
Weak Dirichlet processes with jumps
2017 Bandini, E; Russo, F
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
2017 Bandini, E; Fuhrman, M
Optimal control of semi-Markov processes with a backward stochastic differential equations approach
2017 Bandini, E; Confortola, F
Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous
2015 Bandini, E
Mostrati risultati da 1 a 13 di 13
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