Federica Masiero

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Person:388918

Available identifiers

zbMath Open masiero.federicaMaRDI QIDQ388918

List of research outcomes





PublicationDate of PublicationType
An optimal advertising model with carryover effect and mean field terms2024-11-01Paper
Partial smoothing of the stochastic wave equation and regularization by noise phenomena2024-08-24Paper
A BSDEs approach to pathwise uniqueness for stochastic evolution equations2023-06-12Paper
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case2023-06-12Paper
Lifting partial smoothing to solve HJB equations and stochastic control problems2023-06-09Paper
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives2023-04-26Paper
Partial smoothing of delay transition semigroups acting on special functions2022-03-09Paper
Stochastic maximum principle for problems with delay with dependence on the past through general measures2022-01-24Paper
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 Feedbacks2021-09-01Paper
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives2021-07-09Paper
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs2021-06-04Paper
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces2020-06-17Paper
Stochastic maximum principle for equations with delay: the non-convex case2018-05-21Paper
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems2017-11-23Paper
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing2017-09-22Paper
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks2017-09-22Paper
Stochastic maximum principle for SPDEs with delay2017-06-22Paper
HJB equations in infinite dimensions under weak regularizing properties2017-05-23Paper
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients2017-05-08Paper
Stochastic Optimal Control with Delay in the Control: solution through partial smoothing2015-06-19Paper
A Bismut-Elworthy formula for quadratic BSDEs2015-03-24Paper
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition2014-07-07Paper
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition2014-01-17Paper
On the existence of optimal controls for SPDEs with boundary noise and boundary control2013-09-26Paper
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian2012-03-19Paper
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations2011-03-21Paper
A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control2010-11-22Paper
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients2010-06-10Paper
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients2009-05-06Paper
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces2009-03-10Paper
Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain2008-08-07Paper
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces2007-11-23Paper
Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces2007-09-11Paper
Semilinear Kolmogorov equations and applications to stochastic optimal control2005-08-23Paper
Approximation of eigenfunctions of elliptic differential operators.2003-07-30Paper
An optimal advertising model with carryover effect and mean field termsN/APaper

Research outcomes over time

This page was built for person: Federica Masiero