Sfoglia per Autore
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
2010 Fuhrman, M; Masiero, F; Tessitore, G
Ergodic BSDES and optimal ergodic control in Banach spaces
2009 Fuhrman, M; Ying, H; Tessitore, G
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
2008 Fuhrman, M; Masiero, F; Tessitore, G
Controlled stochastic differential equations under constraints in infinite dimensional spaces
2008 Buckdahn, R; Quincampoix, M; Tessitore, G
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
2008 Guatteri, G; Tessitore, G
Stochastic control and bsdes with quadratic growth
2007 Fuhrman, M; Ying, H; Tessitore, G
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
2007 Debussche, A; Fuhrman, M; Tessitore, G
BSDE on an infinite horizon and elliptic PDEs in infinite dimension
2007 Hu, Y; Tessitore, G
A characterization of approximately controllable linear stochastic differential equations
2006 Buckdahn, R; Quincampoix, M; Tessitore, G
On a class of stochastic optimal control problems related to BSDEs with quadratic growth
2006 Fuhrman, M; Hu, Y; Tessitore, G
Wong-Zakai approximations of stochastic evolution equations
2006 Tessitore, G; Zabczyk, J
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
2005 Fuhrman, M; Tessitore, G
On the backward stochastic Riccati equation in infinite dimensions
2005 Guatteri, G; Tessitore, G
Infinite horizon backward stochastic differential equations and elliptic equations in hilbert spaces
2004 Fuhrman, M; Tessitore, G
Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations
2004 Fuhrman, M; Tessitore, G
Carleman Estimates and Controllability of Linear Stochastic Heat Equations
2003 Barbu, V; Rascanu, A; Tessitore, G
The Bismut-Elworthy formula for backward SDEs and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
2002 Fuhrman, M; Tessitore, G
Pricing options for Markovian models
2002 Tessitore, G; Zabczyk, J
Considerations on the controllability of stochastic linear heat equations
2002 Barbu, V; Tessitore, G
A note on the stabilizability of stochastic heat equations with multiplicative noise
2002 Barbu, V; Lefter, C; Tessitore, G
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