The following pages link to Federica Masiero (Q388918):
Displayed 33 items.
- A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (Q388919) (← links)
- Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (Q526039) (← links)
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
- Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian (Q765048) (← links)
- Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces (Q996064) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- Approximation of eigenfunctions of elliptic differential operators. (Q1399533) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Semilinear Kolmogorov equations and applications to stochastic optimal control (Q2386416) (← links)
- HJB equations in infinite dimensions under weak regularizing properties (Q2397772) (← links)
- Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces (Q2461974) (← links)
- Partial smoothing of delay transition semigroups acting on special functions (Q2669930) (← links)
- On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control (Q2848570) (← links)
- Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (Q3083237) (← links)
- Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (Q3518310) (← links)
- Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (Q3566978) (← links)
- Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces (Q3614794) (← links)
- Reflected BSDEs, optimal control and stopping for infinite-dimensional systems (Q4594367) (← links)
- 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 (Q5012331) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- A BSDEs approach to pathwise uniqueness for stochastic evolution equations (Q6155310) (← links)
- Stochastic Optimal Control with Delay in the Control: solution through partial smoothing (Q6262830) (← links)
- Stochastic maximum principle for equations with delay: the non-convex case (Q6301874) (← links)
- Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives (Q6372384) (← links)
- Lifting partial smoothing to solve HJB equations and stochastic control problems (Q6439811) (← links)
- Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case (Q6440085) (← links)