BANDINI, ELENA

BANDINI, ELENA  

DIPARTIMENTO DI MATEMATICA E APPLICAZIONI  

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Titolo Tipologia Data di pubblicazione Autori File
Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane 01 - Articolo su rivista 2021 Bandini, E +
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces 01 - Articolo su rivista 2020 Addona, DBandini EMasiero F
The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures 01 - Articolo su rivista 2020 Bandini E. +
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions 01 - Articolo su rivista 2019 Bandini, E +
Constrained BSDEs driven by a non-quasi-left-continuous random measure and optimal control of PDMPs on bounded domains 01 - Articolo su rivista 2019 Bandini, E
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem 01 - Articolo su rivista 2019 Bandini, E +
Backward sdes for optimal control of partially observed path-dependent stochastic systems: A control randomization approach 01 - Articolo su rivista 2018 Bandini, E +
Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function 01 - Articolo su rivista 2018 Bandini, E
Special weak Dirichlet processes and BSDEs driven by a random measure 01 - Articolo su rivista 2018 Bandini, E +
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes 01 - Articolo su rivista 2017 Bandini, E +
Optimal control of semi-Markov processes with a backward stochastic differential equations approach 01 - Articolo su rivista 2017 Bandini, EConfortola, F.
Weak Dirichlet processes with jumps 01 - Articolo su rivista 2017 Bandini, E +
Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous 01 - Articolo su rivista 2015 Bandini, E.