The following pages link to Gianmario Tessitore (Q456628):
Displaying 50 items.
- (Q194354) (redirect page) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- Wong-Zakai approximations of stochastic evolution equations (Q871609) (← links)
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
- Carleman estimates and controllability of linear stochastic heat equations (Q1401566) (← links)
- A note on the stabilizability of stochastic heat equations with multiplicative noise. (Q1598459) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Strict positivity for stochastic heat equations (Q1805793) (← links)
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600) (← links)
- Regularity results for nonlinear Young equations and applications (Q2115095) (← links)
- Ergodic maximum principle for stochastic systems (Q2422351) (← links)
- BSDE on an infinite horizon and elliptic PDEs in infinite dimension (Q2474201) (← links)
- Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations (Q2506159) (← links)
- Partial smoothing of delay transition semigroups acting on special functions (Q2669930) (← links)
- (Q2771993) (← links)
- Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (Q3083237) (← links)
- (Q3139176) (← links)
- (Q3142719) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- (Q3375696) (← links)
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601) (← links)
- Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces (Q3566976) (← links)
- (Q3574222) (← links)
- Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces (Q3614793) (← links)
- Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (Q4016759) (← links)
- (Q4220509) (← links)
- (Q4313482) (← links)
- Hautus condition for the pathwise stabilizability of an infinite dimensional stochastic system (Q4314528) (← links)
- (Q4315512) (← links)
- (Q4336695) (← links)
- Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
- (Q4352459) (← links)
- (Q4398698) (← links)
- (Q4543001) (← links)
- Reflected BSDEs, optimal control and stopping for infinite-dimensional systems (Q4594367) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (Q4652561) (← links)
- The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces (Q4799435) (← links)
- Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
- Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces (Q5244639) (← links)
- On coupled systems of Kolmogorov equations with applications to stochastic differential games (Q5269839) (← links)
- On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585) (← links)
- On the Backward Stochastic Riccati Equation in Infinite Dimensions (Q5317126) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
