MASIERO, FEDERICA

MASIERO, FEDERICA  

DIPARTIMENTO DI MATEMATICA E APPLICAZIONI  

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Risultati 1 - 20 di 36 (tempo di esecuzione: 0.025 secondi).
Titolo Tipologia Data di pubblicazione Autori File
An optimal advertising model with carryover effect and mean field terms 01 - Articolo su rivista 2024 Masiero F. +
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena 01 - Articolo su rivista 2024 Masiero F. +
A BSDEs approach to pathwise uniqueness for stochastic evolution equations 01 - Articolo su rivista 2023 Masiero F. +
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives 01 - Articolo su rivista 2023 Masiero F. +
Partial smoothing of delay transition semigroups acting on special functions 01 - Articolo su rivista 2022 Masiero F.Tessitore G.
Erratum: Stochastic optimal control with delay in the control i: Solving the hjb equation through partial smoothing, and stochastic optimal control with delay in the control ii: Verification theorem and optimal feedbacks (SIAM Journal on Control and Optimization (2017) 55 (2981-3012) DOI: 10.1137/16M1073637) 99 - Altro 2021 Masiero F. +
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs 01 - Articolo su rivista 2021 Masiero, FTessitore, G +
Stochastic maximum principle for problems with delay with dependence on the past through general measures 01 - Articolo su rivista 2021 Masiero, Federica +
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces 01 - Articolo su rivista 2020 Addona, DBandini EMasiero F
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems 01 - Articolo su rivista 2017 Masiero, FTessitore, G. +
Stochastic Maximun Principle for SPDES with Delay 01 - Articolo su rivista 2017 MASIERO, FEDERICA +
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing 01 - Articolo su rivista 2017 Masiero, F. +
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks 01 - Articolo su rivista 2017 Masiero, F. +
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients 01 - Articolo su rivista 2017 MASIERO, FEDERICA +
HJB equations in infinite dimensions under weak regularizing properties 01 - Articolo su rivista 2016 MASIERO, FEDERICA
A Bismut-Elworthy formula for quadratic BSDEs 01 - Articolo su rivista 2015 Masiero, F.
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition 01 - Articolo su rivista 2014 MASIERO, FEDERICA +
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition 01 - Articolo su rivista 2013 MASIERO, FEDERICA +
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control 01 - Articolo su rivista 2013 MASIERO, FEDERICA +
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian 01 - Articolo su rivista 2012 MASIERO, FEDERICA