Gianmario Tessitore

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2022 J jnl
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization.
SIAM J. Control. Optim.
Giuseppina Guatteri, Gianmario Tessitore
2020 J jnl
Ergodic BSDEs with Multiplicative and Degenerate Noise.
SIAM J. Control. Optim.
Giuseppina Guatteri, Gianmario Tessitore
2014 J jnl
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces.
SIAM J. Control. Optim.
Giuseppina Guatteri, Gianmario Tessitore
2013 J jnl
Stochastic maximum principle for optimal control of SPDEs
CoRR
Marco Fuhrman, Ying Hu, Gianmario Tessitore
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 BSDEs and Optimal Ergodic Control in Banach Spaces.
SIAM J. Control. Optim.
Marco Fuhrman, Ying Hu, Gianmario Tessitore
2008 J jnl
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces.
SIAM J. Control. Optim.
Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore
2006 J jnl
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth.
SIAM J. Control. Optim.
Marco Fuhrman, Ying Hu, Gianmario Tessitore
2005 J jnl
On the Backward Stochastic Riccati Equation in Infinite Dimensions.
SIAM J. Control. Optim.
Giuseppina Guatteri, Gianmario Tessitore
2004 J jnl
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations.
SIAM J. Control. Optim.
Marco Fuhrman, Gianmario Tessitore
2001 J jnl
Null controllability of an infinite dimensional SDE with state- and control-dependent noise.
Syst. Control. Lett.
Mihai Sîrbu, Gianmario Tessitore