검색결과 : 16건
No. | Article |
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1 |
Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional Spaces Guatteri G, Tessitore G Applied Mathematics and Optimization, 83(2), 1025, 2021 |
2 |
ERGODIC BSDEs WITH MULTIPLICATIVE AND DEGENERATE NOISE Guatteri G, Tessitore G SIAM Journal on Control and Optimization, 58(4), 2050, 2020 |
3 |
Ergodic Maximum Principle for Stochastic Systems Orrieri C, Tessitore G, Veverka P Applied Mathematics and Optimization, 79(3), 567, 2019 |
4 |
PHOTOIONIZATION STUDY OF SOOT PRECURSOR NANOPARTICLES IN LAMINAR PREMIXED ETHYLENE/ETHANOL FLAMES Commodo M, Tessitore G, De Falco G, Minutolo P, D'Anna A Combustion Science and Technology, 186(4-5), 621, 2014 |
5 |
WELL POSEDNESS OF OPERATOR VALUED BACKWARD STOCHASTIC RICCATI EQUATIONS IN INFINITE DIMENSIONAL SPACES Guatteri G, Tessitore G SIAM Journal on Control and Optimization, 52(6), 3776, 2014 |
6 |
Stochastic Maximum Principle for Optimal Control of SPDEs Fuhrman M, Hu Y, Tessitore G Applied Mathematics and Optimization, 68(2), 181, 2013 |
7 |
STOCHASTIC EQUATIONS WITH DELAY: OPTIMAL CONTROL VIA BSDEs AND REGULAR SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS Fuhrman M, Masiero F, Tessitore G SIAM Journal on Control and Optimization, 48(7), 4624, 2010 |
8 |
ERGODIC BSDES AND OPTIMAL ERGODIC CONTROL IN BANACH SPACES Fuhrman M, Hu Y, Tessitore G SIAM Journal on Control and Optimization, 48(3), 1542, 2009 |
9 |
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients Guatteri G, Tessitore G Applied Mathematics and Optimization, 57(2), 207, 2008 |
10 |
Controlled stochastic differential equations under constraints in infinite dimensional spaces Buckdahn R, Quincampoix M, Tessitore G SIAM Journal on Control and Optimization, 47(1), 218, 2008 |