Giuseppina Guatteri

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
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
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
2020 J jnl
Multivariate Hidden Markov Models for disease progression.
Stat. Anal. Data Min.
Andrea Martino, Giuseppina Guatteri, Anna Maria Paganoni
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
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control.
SIAM J. Control. Optim.
Giuseppina Guatteri, Federica Masiero
2011 J jnl
Stochastic maximum principle for SPDEs with noise and control on the boundary.
Syst. Control. Lett.
Giuseppina Guatteri
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 Maximum Principle for a PDEs with noise and control on the boundary.
CoRR
Giuseppina Guatteri
2005 J jnl
On the Backward Stochastic Riccati Equation in Infinite Dimensions.
SIAM J. Control. Optim.
Giuseppina Guatteri, Gianmario Tessitore