Marco Fuhrman

发表

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2007, SIAM J. Control. Optim..

Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift

Marco Fuhrman, Carlo Orrieri, 2016, SIAM J. Control. Optim..

Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces

Marco Fuhrman, Anna Maria Paganoni, 2003, SIAM J. Control. Optim..

Stochastic Maximum Principle for Optimal Control of SPDEs pdf

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2012, ArXiv.

Università di Milano – Bicocca Quaderni di Matematica Stochastic equations with delay : optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations

Marco Fuhrman, Gianmario Tessitore, Federica Masiero, 2008 .

Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2004, SIAM J. Control. Optim..

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2012, SIAM J. Control. Optim..

On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2006, SIAM J. Control. Optim..

Reflected BSDEs and optimal control and stopping for infinite-dimensional systems

Marco Fuhrman, Gianmario Tessitore, Federica Masiero, 2014, 1411.3897.

Stochastic control and BSDEs with quadratic growth

Marco Fuhrman, Gianmario Tessitore, Ying Hu, 2007 .

Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach

Huyen Pham, Marco Fuhrman, Andrea Cosso, 2014, 1410.1125.

Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes

Marco Fuhrman, Elena Bandini, M. Fuhrman, 2015, 1501.04362.

Optimal control of a stochastic heat equation with boundary-noise and boundary-control

Marco Fuhrman, Gianmario Tessitore, Arnaud Debussche, 2007 .

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Huyen Pham, Marco Fuhrman, Elena Bandini, 2016, Stochastic Processes and their Applications.

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2004 .

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

Huyen Pham, Marco Fuhrman, Elena Bandini, 2018, The Annals of Applied Probability.

Stochastic Maximum Principle for Optimal Control of SPDEs

Marco Fuhrman, Gianmario Tessitore, Ying Hu, 2012 .

Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control

Jean Jacod, Fulvia Confortola, Marco Fuhrman, 2014, 1407.0876.

Backward stochastic differential equations associated to jump Markov processes and applications

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2013, 1302.0679.

Filtering of continuous-time Markov chains with noise-free observation and applications

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2010, 1009.1039.

On Filtering Equations in Infinite Dimensions

N. U. Ahmed, Marco Fuhrman, Jerzy Zabczyk, 1997 .

Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2005 .

Randomized and backward SDE representation for optimal control of non-Markovian SDEs

Huyen Pham, Marco Fuhrman, H. Pham, 2015 .