Giovanni B. Di Masi

Available identifiers

zbMath Open di-masi.giovanni-bMaRDI QIDQ1050960

List of research outcomes

Publication	Date of Publication	Type
Ergodicity of filtering process by vanishing discount approach	2008-03-06	Paper
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property	2008-02-25	Paper
Portfolio optimization in discontinuous markets under incomplete information	2007-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q3414481	2007-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q5493545	2006-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q5699212	2006-04-26	Paper
Ergodicity of hidden Markov models	2005-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4791447	2003-02-06	Paper
Risk-sensitive control of an ergodic diffusion over an infinite horizon	2002-06-16	Paper
Pathwise Optimality in Stochastic Control	2001-03-19	Paper
Infinite horizon risk sensitive control of discrete time Markov processes with small risk	2000-08-21	Paper
Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon	2000-08-21	Paper
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon	2000-03-19	Paper
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon	1999-12-02	Paper
Bayesian adaptive control of discrete-time Markov processes with long-run average cost	1998-08-13	Paper
Bayesian ergodic adaptive control of diffusion processes	1998-08-09	Paper
Towards a general theory of bond markets	1998-06-04	Paper
Minimal dimensional linear filters for discrete-time Markov processes with finite state space	1998-05-12	Paper
A first order approximation forthe convergence of distributionsof the cox processes with	1997-02-04	Paper
A first order approximation forthe convergence of distributionsof the cox processes with	1996-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q4845603	1996-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4848527	1996-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4698578	1995-12-11	Paper
On adaptive control of a partially observed Markov chain	1995-03-09	Paper
Backward representation for nonstationary Markov processes with finite state space	1994-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q4693275	1994-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q3976553	1992-06-26	Paper
Minimal dimension linear filters for stationary Markov processes with finite state space	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3363189	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3199291	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3360111	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3360727	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3476735	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3830928	1988-01-01	Paper
An Approach to Discrete-Time Stochastic Control Problems under Partial Observation	1987-01-01	Paper
Design of an L.Q.G. controller for single point moored large tankers	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3731484	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3731501	1986-01-01	Paper
An approximation for the nonlinear filtering problem, with error bound†	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3315422	1984-01-01	Paper
Non-linear filtering with discontinuous observations and applications to life sciences	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3669278	1983-01-01	Paper
On measure transformations for combined filtering and parameter estimation in discrete time	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3338070	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3966020	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3968858	1982-01-01	Paper
Continuous-time approximations for the nonlinear filtering problem	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3958365	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4749054	1981-01-01	Paper
Second-order analysis of the output of a discrete-time Volterra system driven by white noise	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3927152	1980-01-01	Paper
Approximations for functionals and optimal control problems on jump diffusion processes	1978-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Giovanni B. Di Masi