Gianmario Tessitore

发表

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

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

Null controllability of an infinite dimensional SDE with state- and control-dependent noise

Mihai Sîrbu, Gianmario Tessitore, G. Tessitore, 2001, Syst. Control. Lett..

Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces

Marc Quincampoix, Gianmario Tessitore, Rainer Buckdahn, 2008, SIAM J. Control. Optim..

Stochastic Maximum Principle for Optimal Control of SPDEs pdf

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

On the Backward Stochastic Riccati Equation in Infinite Dimensions

Gianmario Tessitore, Giuseppina Guatteri, G. Tessitore, 2005, SIAM J. Control. Optim..

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 .

Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces

Gianmario Tessitore, Giuseppina Guatteri, 2014, SIAM J. Control. Optim..

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..

Ergodic BSDEs with Multiplicative and Degenerate Noise

Gianmario Tessitore, Giuseppina Guatteri, 2020, 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..

Singular Limit of Two Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization.

Gianmario Tessitore, Giuseppina Guatteri, 2021 .

Partial smoothing of delay transition semigroups acting on special functions

Gianmario Tessitore, Federica Masiero, G. Tessitore, 2021, Journal of Differential Equations.

Regularity results for non-linear Young equations and applications

Luca Lorenzi, Gianmario Tessitore, Davide Addona, 2021 .

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 .

Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

Gianmario Tessitore, Giuseppina Guatteri, 2008 .

Some remarks on the Riccati equation arising in an optimal control problem with state- and control-dependent noise

Gianmario Tessitore, G. Tessitore, 1992 .

Carleman Estimates and Controllability of Linear Stochastic Heat Equations

Gianmario Tessitore, Viorel Barbu, Aurel Răşcanu, 2003 .

A characterization of approximately controllable linear stochastic differential equations

Marc Quincampoix, Gianmario Tessitore, Rainer Buckdahn, 2006 .

Riccati equations in stochastic boundary control theory

Gianmario Tessitore, Franco Flandoli, 1992 .

Ergodic BSDEs under weak dissipative assumptions

Gianmario Tessitore, Ying Hu, Arnaud Debussche, 2010, 1004.1571.

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

Marco Fuhrman, Gianmario Tessitore, Arnaud Debussche, 2007 .

A note on the stabilizability of stochastic heat equations with multiplicative noise

Gianmario Tessitore, Viorel Barbu, V. Barbu, 2002 .

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

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

Stochastic Maximum Principle for Optimal Control of SPDEs

Marco Fuhrman, Gianmario Tessitore, Ying Hu, 2012 .

Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE

Gianmario Tessitore, G. Tessitore, 1996 .

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

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