| Publication | Date of Publication | Type |
|---|
Mean-field control of non exchangeable systems
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2026-02-24 | Paper |
Ergodic control of McKean-Vlasov systems on the Wasserstein space
SIAM Journal on Control and Optimization | 2025-12-09 | Paper |
The randomization method in stochastic optimal control
Numerical Algebra, Control and Optimization | 2025-10-22 | Paper |
Backward SDEs and infinite horizon stochastic optimal control
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Stochastic maximum principle for optimal control of partial differential equations driven by white noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-11-07 | Paper |
Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
The Annals of Applied Probability | 2018-08-16 | Paper |
Linear-quadratic optimal control under non-Markovian switching
Stochastic Analysis and Applications | 2018-03-14 | Paper |
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
ESAIM: Control, Optimisation and Calculus of Variations | 2017-11-23 | Paper |
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
ESAIM: Control, Optimisation and Calculus of Variations | 2017-11-23 | Paper |
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
Stochastic Processes and their Applications | 2017-05-18 | Paper |
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
The Annals of Applied Probability | 2016-08-23 | Paper |
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
The Annals of Applied Probability | 2016-08-23 | Paper |
Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump
Electronic Communications in Probability | 2016-05-23 | Paper |
Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump
Electronic Communications in Probability | 2016-05-23 | Paper |
Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
SIAM Journal on Control and Optimization | 2016-03-23 | Paper |
| Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems | 2015-11-30 | Paper |
Randomized and backward SDE representation for optimal control of non-Markovian SDEs
The Annals of Applied Probability | 2015-07-27 | Paper |
Randomized and backward SDE representation for optimal control of non-Markovian SDEs
The Annals of Applied Probability | 2015-07-27 | Paper |
Filtering of continuous-time Markov chains with noise-free observation and applications
Stochastics | 2014-04-25 | Paper |
Stochastic maximum principle for optimal control of SPDEs
Applied Mathematics and Optimization | 2014-03-24 | Paper |
Backward stochastic differential equations associated to jump Markov processes and applications
Stochastic Processes and their Applications | 2014-02-06 | Paper |
Backward stochastic differential equations and optimal control of marked point processes
SIAM Journal on Control and Optimization | 2014-01-27 | Paper |
Stochastic maximum principle for optimal control of SPDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2012-10-16 | Paper |
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
| Stochastic control and BSDEs with quadratic growth | 2010-07-09 | Paper |
Ergodic BSDEs and optimal ergodic control in Banach spaces
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
Applied Mathematics and Optimization | 2008-02-18 | Paper |
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth
SIAM Journal on Control and Optimization | 2007-07-25 | Paper |
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
ESAIM: Control, Optimisation and Calculus of Variations | 2007-03-02 | Paper |
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
ESAIM: Control, Optimisation and Calculus of Variations | 2007-03-02 | Paper |
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
Journal of Evolution Equations | 2007-01-24 | Paper |
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
Applied Mathematics and Optimization | 2006-09-28 | Paper |
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
The Annals of Probability | 2004-09-15 | Paper |
INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-07-12 | Paper |
Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
Stochastics and Stochastic Reports | 2003-06-26 | Paper |
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
The Annals of Probability | 2003-05-06 | Paper |
Regularity results for infinite dimensional diffusions: A Malliavin calculus approach
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2002-10-31 | Paper |
| scientific article; zbMATH DE number 1779811 (Why is no real title available?) | 2002-10-14 | Paper |
Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
Stochastics and Stochastics Reports | 2002-03-03 | Paper |
| scientific article; zbMATH DE number 1944202 (Why is no real title available?) | 2002-01-01 | Paper |
Generalized Mehler semigroups: The non-Gaussian case
Potential Analysis | 2001-03-09 | Paper |
Regularity properties of transition probabilities in infinite dimensions
Stochastics and Stochastic Reports | 2001-01-25 | Paper |
Approximation results for semigroups generated by multivalued linear operators and applications
Differential and Integral Equations | 2000-05-29 | Paper |
Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
Journal of Functional Analysis | 2000-05-28 | Paper |
Sums of generators of analytic semigroups and multivalued linear operators
Annali di Matematica Pura ed Applicata. Serie Quarta | 2000-01-04 | Paper |
On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
Stochastic Analysis and Applications | 1999-11-11 | Paper |
Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces
Stochastic Analysis and Applications | 1999-05-03 | Paper |
| scientific article; zbMATH DE number 1059836 (Why is no real title available?) | 1999-02-10 | Paper |
| scientific article; zbMATH DE number 1136687 (Why is no real title available?) | 1998-04-01 | Paper |
On filtering equations in infinite dimensions
Journal of Functional Analysis | 1998-02-03 | Paper |
Smoothing properties of nonlinear stochastic equations in Hilbert spaces
NoDEA. Nonlinear Differential Equations and Applications | 1996-12-19 | Paper |
| scientific article; zbMATH DE number 845758 (Why is no real title available?) | 1996-03-07 | Paper |
Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces
Studia Mathematica | 1995-10-17 | Paper |
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces
Applied Mathematics Letters | 1995-09-18 | Paper |
| scientific article; zbMATH DE number 713701 (Why is no real title available?) | 1995-04-18 | Paper |
| scientific article; zbMATH DE number 847814 (Why is no real title available?) | 1995-01-01 | Paper |
Sums of linear operators of parabolic type: A priori estimates and strong solutions
Annali di Matematica Pura ed Applicata. Serie Quarta | 1994-11-24 | Paper |
| scientific article; zbMATH DE number 493169 (Why is no real title available?) | 1994-10-09 | Paper |
Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains
Differential and Integral Equations | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4165503 (Why is no real title available?) | 1989-01-01 | Paper |
