Gianmario Tessitore

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Person:456628

Available identifiers

zbMath Open tessitore.gianmarioWikidataQ102302514 ScholiaQ102302514MaRDI QIDQ456628

List of research outcomes

PublicationDate of PublicationType
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter2024-04-16Paper
Young equations with singularities2023-11-09Paper
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization2022-03-18Paper
Regularity results for nonlinear Young equations and applications2022-03-15Paper
Partial smoothing of delay transition semigroups acting on special functions2022-03-09Paper
Fokker-Planck equations with terminal condition and related McKean probabilistic representation2022-01-12Paper
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs2021-06-04Paper
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces2021-04-23Paper
Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise2020-11-18Paper
Ergodic BSDEs with Multiplicative and Degenerate Noise2020-07-30Paper
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise2020-04-29Paper
Ergodic maximum principle for stochastic systems2019-06-19Paper
Stochastic maximum principle for optimal control of partial differential equations driven by white noise2018-11-07Paper
Singular limit of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces2018-03-15Paper
Linear-quadratic optimal control under non-Markovian switching2018-03-14Paper
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems2017-11-23Paper
On coupled systems of Kolmogorov equations with applications to stochastic differential games2017-06-28Paper
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces2015-03-27Paper
Stochastic maximum principle for optimal control of SPDEs2014-03-24Paper
Stochastic maximum principle for optimal control of SPDEs2012-10-16Paper
Ergodic BSDEs under weak dissipative assumptions2011-07-08Paper
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations2011-03-21Paper
https://portal.mardi4nfdi.de/entity/Q35742222010-07-09Paper
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces2010-06-10Paper
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces2009-03-10Paper
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients2008-09-22Paper
BSDE on an infinite horizon and elliptic PDEs in infinite dimension2008-03-05Paper
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth2007-07-25Paper
Wong-Zakai approximations of stochastic evolution equations2007-03-20Paper
Optimal control of a stochastic heat equation with boundary-noise and boundary-control2007-03-02Paper
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations2006-09-28Paper
https://portal.mardi4nfdi.de/entity/Q33756962006-03-16Paper
On the Backward Stochastic Riccati Equation in Infinite Dimensions2005-09-15Paper
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations2005-02-28Paper
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q45430012004-02-23Paper
Carleman estimates and controllability of linear stochastic heat equations2003-08-18Paper
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces2003-06-26Paper
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control2003-05-06Paper
Trotter's formula for transition semigroups2002-06-18Paper
A note on the stabilizability of stochastic heat equations with multiplicative noise.2002-05-22Paper
Null controllability of an infinite dimensional SDE with state- and control-dependent noise2002-03-03Paper
https://portal.mardi4nfdi.de/entity/Q27719932002-02-18Paper
Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula2002-02-14Paper
Strict positivity for stochastic heat equations1999-11-18Paper
https://portal.mardi4nfdi.de/entity/Q42205091998-11-25Paper
https://portal.mardi4nfdi.de/entity/Q43986981998-07-27Paper
https://portal.mardi4nfdi.de/entity/Q43524591998-02-18Paper
Existence, uniqueness and space regularity of the adapted solutions of a backward spde1997-07-03Paper
https://portal.mardi4nfdi.de/entity/Q43366951997-05-14Paper
https://portal.mardi4nfdi.de/entity/Q43155121995-10-23Paper
https://portal.mardi4nfdi.de/entity/Q43134821995-09-14Paper
Hautus condition for the pathwise stabilizability of an infinite dimensional stochastic system1995-02-28Paper
https://portal.mardi4nfdi.de/entity/Q31391761995-02-16Paper
https://portal.mardi4nfdi.de/entity/Q31427191993-12-20Paper
Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise1993-01-16Paper

Research outcomes over time


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This page was built for person: Gianmario Tessitore