Federica Masiero

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Lifting Partial Smoothing to Solve HJB Equations and Stochastic Control Problems.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2025 J jnl
Stochastic Maximum Principle for Equations with Delay: Going to Infinite Dimensions to Solve the Nonconvex Case.
SIAM J. Control. Optim.
Giuseppina Guatteri, Federica Masiero
2023 J jnl
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2021 J jnl
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.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2017 J jnl
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2017 J jnl
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks.
SIAM J. Control. Optim.
Fausto Gozzi, Federica Masiero
2013 J jnl
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control.
SIAM J. Control. Optim.
Giuseppina Guatteri, Federica Masiero
2010 J jnl
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations.
SIAM J. Control. Optim.
Marco Fuhrman, Federica Masiero, Gianmario Tessitore
2009 J jnl
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients.
Syst. Control. Lett.
Giuseppina Guatteri, Federica Masiero
2009 J jnl
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients.
SIAM J. Control. Optim.
Giuseppina Guatteri, Federica Masiero
2008 J jnl
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces.
SIAM J. Control. Optim.
Federica Masiero
2003 J jnl
Approximation of eigenfunctions of elliptic differential operators.
J. Approx. Theory
Leonardo Colzani, Federica Masiero