TESSITORE, GIANMARIO
TESSITORE, GIANMARIO
DIPARTIMENTO DI MATEMATICA E APPLICAZIONI
Partial smoothing of delay transition semigroups acting on special functions
2022 Masiero, F; Tessitore, G
Singular Limit Of Two-Scale Stochastic Optimal Control Problems In Infinite Dimensions By Vanishing Noise Regularization
2022 Guatteri, G; Tessitore, G
Regularity results for nonlinear Young equations and applications
2022 Addona, D; Lorenzi, L; Tessitore, G
Fokker–Planck equations with terminal condition and related McKean probabilistic representation
2022 Izydorczyk, L; Oudjane, N; Russo, F; Tessitore, G
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
2021 Masiero, F; Orrieri, C; Tessitore, G; Zanco, G
Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional Spaces
2021 Guatteri, G; Tessitore, G
Ergodic BSDEs with multiplicative and degenerate noise
2020 Guatteri, G; Tessitore, G
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
2019 Cosso, A; Guatteri, G; Tessitore, G
Ergodic Maximum Principle for Stochastic Systems
2019 Orrieri, C; Tessitore, G; Veverka, P
Stochastic maximum principle for optimal control of partial differential equations driven by white noise
2018 Fuhrman, M; Hu, Y; Tessitore, G
Linear-quadratic optimal control under non-Markovian switching
2018 Confortola, F; Fuhrman, M; Guatteri, G; Tessitore, G
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
2017 Fuhrman, M; Masiero, F; Tessitore, G
On coupled systems of Kolmogorov equations with applications to stochastic differential games
2017 Addona, D; Angiuli, L; Lorenzi, L; Tessitore, G
HJB Equations Through Backward Stochastic Differential Equations
2017 Fuhrman, M; Tessitore, G
Optimal control of two scale stochastic systems in infinite dimensions: the BSDE approach
2016 Tessitore, G; Guatteri, G
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces
2014 Guatteri, G; Tessitore, G
Stochastic Maximum Principle for Optimal Control of SPDEs
2013 Fuhrman, M; Hu, Y; Tessitore, G
Stochastic maximum principle for optimal control of SPDEs
2012 Fuhrman, M; Hu, Y; Tessitore, G
Ergodic BSDEs under weak dissipative assumptions
2011 Debussche, A; Hu, Y; Tessitore, G
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
2010 Fuhrman, M; Masiero, F; Tessitore, G