| Publication | Date of Publication | Type |
|---|
| Backward SDEs and infinite horizon stochastic optimal control | 2020-04-29 | Paper |
| Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs | 2020-04-01 | Paper |
| Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem | 2019-01-25 | Paper |
| Stochastic maximum principle for optimal control of partial differential equations driven by white noise | 2018-11-07 | Paper |
| Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach | 2018-08-16 | Paper |
| Linear-quadratic optimal control under non-Markovian switching | 2018-03-14 | Paper |
| Reflected BSDEs, optimal control and stopping for infinite-dimensional systems | 2017-11-23 | Paper |
| Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes | 2017-05-18 | Paper |
| Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control | 2016-08-23 | Paper |
| Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump | 2016-05-23 | Paper |
| Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach | 2016-04-20 | Paper |
| Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift | 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 | 2015-07-27 | Paper |
| Filtering of continuous-time Markov chains with noise-free observation and applications | 2014-04-25 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2014-03-24 | Paper |
| Backward stochastic differential equations associated to jump Markov processes and applications | 2014-02-06 | Paper |
| Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes | 2014-01-27 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2012-10-16 | Paper |
| Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations | 2011-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574222 | 2010-07-09 | Paper |
| Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces | 2010-06-10 | Paper |
| Backward stochastic differential equations in infinite dimensions with continuous driver and applications | 2008-02-18 | Paper |
| On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth | 2007-07-25 | Paper |
| Optimal control of a stochastic heat equation with boundary-noise and boundary-control | 2007-03-02 | Paper |
| Infinite horizon BSDEs in infinite dimensions with continuous driver and applications | 2007-01-24 | Paper |
| Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations | 2006-09-28 | Paper |
| A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. | 2005-11-29 | Paper |
| Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations | 2005-02-28 | Paper |
| Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. | 2004-09-15 | Paper |
| INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS | 2004-07-12 | Paper |
| Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces | 2004-01-08 | Paper |
| The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces | 2003-06-26 | Paper |
| Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control | 2003-05-06 | Paper |
| Regularity results for infinite dimensional diffusions: A Malliavin calculus approach | 2002-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543008 | 2002-10-14 | Paper |
| Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces | 2002-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407519 | 2002-01-01 | Paper |
| Generalized Mehler semigroups: The non-Gaussian case | 2001-03-09 | Paper |
| Regularity properties of transition probabilities in infinite dimensions | 2001-01-25 | Paper |
| Approximation results for semigroups generated by multivalued linear operators and applications | 2000-05-29 | Paper |
| Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering | 2000-05-28 | Paper |
| Sums of generators of analytic semigroups and multivalued linear operators | 2000-01-04 | Paper |
| On a class of stochastic equations in hilbert spaces: solvability and smoothing properties | 1999-11-11 | Paper |
| Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces | 1999-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353886 | 1999-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381749 | 1998-04-01 | Paper |
| On filtering equations in infinite dimensions | 1998-02-03 | Paper |
| Smoothing properties of nonlinear stochastic equations in Hilbert spaces | 1996-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864336 | 1996-03-07 | Paper |
| Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces | 1995-10-17 | Paper |
| A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces | 1995-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4321138 | 1995-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866867 | 1995-01-01 | Paper |
| Sums of linear operators of parabolic type: A priori estimates and strong solutions | 1994-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4276423 | 1994-10-09 | Paper |
| Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492070 | 1989-01-01 | Paper |
