Federica Masiero

Available identifiers

zbMath Open masiero.federicaMaRDI QIDQ388918

List of research outcomes

Publication	Date of Publication	Type
A BSDEs approach to pathwise uniqueness for stochastic evolution equations	2023-06-12	Paper
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case	2023-06-12	Paper
Lifting partial smoothing to solve HJB equations and stochastic control problems	2023-06-09	Paper
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives	2023-04-26	Paper
Partial smoothing of delay transition semigroups acting on special functions	2022-03-09	Paper
Stochastic maximum principle for problems with delay with dependence on the past through general measures	2022-01-24	Paper
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks	2021-09-01	Paper
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives	2021-07-09	Paper
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs	2021-06-04	Paper
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces	2020-06-17	Paper
Stochastic maximum principle for equations with delay: the non-convex case	2018-05-21	Paper
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems	2017-11-23	Paper
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing	2017-09-22	Paper
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks	2017-09-22	Paper
Stochastic maximum principle for SPDEs with delay	2017-06-22	Paper
HJB equations in infinite dimensions under weak regularizing properties	2017-05-23	Paper
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients	2017-05-08	Paper
Stochastic Optimal Control with Delay in the Control: solution through partial smoothing	2015-06-19	Paper
A Bismut-Elworthy formula for quadratic BSDEs	2015-03-24	Paper
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition	2014-07-07	Paper
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition	2014-01-17	Paper
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control	2013-09-26	Paper
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian	2012-03-19	Paper
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations	2011-03-21	Paper
A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control	2010-11-22	Paper
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients	2010-06-10	Paper
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients	2009-05-06	Paper
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces	2009-03-10	Paper
Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain	2008-08-07	Paper
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces	2007-11-23	Paper
Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces	2007-09-11	Paper
Semilinear Kolmogorov equations and applications to stochastic optimal control	2005-08-23	Paper
Approximation of eigenfunctions of elliptic differential operators.	2003-07-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Federica Masiero