| Publication | Date of Publication | Type |
|---|
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the nonconvex case
SIAM Journal on Control and Optimization | 2025-11-21 | Paper |
Lifting partial smoothing to solve HJB equations and stochastic control problems
SIAM Journal on Control and Optimization | 2025-06-05 | Paper |
An optimal advertising model with carryover effect and mean field terms
Mathematics and Financial Economics | 2024-11-01 | Paper |
Partial smoothing of the stochastic wave equation and regularization by noise phenomena
Journal of Theoretical Probability | 2024-08-24 | Paper |
| Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case | 2023-06-12 | Paper |
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Journal of Differential Equations | 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
SIAM Journal on Control and Optimization | 2023-04-26 | Paper |
Partial smoothing of delay transition semigroups acting on special functions
Journal of Differential Equations | 2022-03-09 | Paper |
Stochastic maximum principle for problems with delay with dependence on the past through general measures
Mathematical Control and Related Fields | 2022-01-24 | Paper |
Errata to: ``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''
SIAM Journal on Control and Optimization | 2021-09-01 | Paper |
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
(available as arXiv preprint) | 2021-07-09 | Paper |
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
Stochastic Processes and their Applications | 2021-06-04 | Paper |
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
NoDEA. Nonlinear Differential Equations and Applications | 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
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 |
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
SIAM Journal on Control and Optimization | 2017-09-22 | Paper |
Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
SIAM Journal on Control and Optimization | 2017-09-22 | Paper |
Stochastic maximum principle for SPDEs with delay
Stochastic Processes and their Applications | 2017-06-22 | Paper |
HJB equations in infinite dimensions under weak regularizing properties
Journal of Evolution Equations | 2017-05-23 | Paper |
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
Journal of Differential Equations | 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
Stochastic Processes and their Applications | 2015-03-24 | Paper |
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
Journal of Differential Equations | 2014-07-07 | Paper |
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
Electronic Journal of Probability | 2014-01-17 | Paper |
On the existence of optimal controls for SPDEs with boundary noise and boundary control
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
Discrete and Continuous Dynamical Systems | 2012-03-19 | 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 |
A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
Applied Mathematics and Optimization | 2010-11-22 | Paper |
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients
Systems & Control Letters | 2009-05-06 | Paper |
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
SIAM Journal on Control and Optimization | 2009-03-10 | Paper |
Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
Stochastic Analysis and Applications | 2008-08-07 | Paper |
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces
Electronic Journal of Probability | 2007-11-23 | Paper |
Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
Applied Mathematics and Optimization | 2007-09-11 | Paper |
Semilinear Kolmogorov equations and applications to stochastic optimal control
Applied Mathematics and Optimization | 2005-08-23 | Paper |
Approximation of eigenfunctions of elliptic differential operators.
Journal of Approximation Theory | 2003-07-30 | Paper |
An optimal advertising model with carryover effect and mean field terms
(available as arXiv preprint) | N/A | Paper |
