Sfoglia per Autore
Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations
2005 M. Fuhrman, G. Tessitore
On a class of stochastic optimal control problems related to bsdes with quadratic growth
2006 M. Fuhrman, Y. Hu, G. Tessitore
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
2006 M. Fuhrman, Y. Hu
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
2007 M. Fuhrman, Y. Hu
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
2007 A. Debussche, M. Fuhrman, G. Tessitore
K-NN classifiers: Investigating the k = k(n) relationship
2008 C. Alippi, M. Fuhrman, M. Roveri
Ergodic bsdes and optimal ergodic control in banach spaces
2009 M. Fuhrman, Y. Hu, G. Tessitore
Stochastic equations with delay: Optimal control via BSDEs and regular solutions of Hamilton-jacobi-bellman equations
2010 M. Fuhrman, F. Masiero, G. Tessitore
Stochastic maximum principle for optimal control of SPDEs
2012 M. Fuhrman, Y. Hu, G. Tessitore
Backward stochastic differential equations and optimal control of marked point processes
2013 F. Confortola, M. Fuhrman
Filtering of continuous-time Markov chains with noise-free observation and applications
2013 F. Confortola, M. Fuhrman
Stochastic maximum principle for optimal control of SPDEs
2013 M. Fuhrman, Y. Hu, G. Tessitore
Backward stochastic differential equations associated to jump Markov processes and applications
2014 F. Confortola, M. Fuhrman
Randomized and backward SDE representation for optimal control of non-Markovian SDEs
2015 M. Fuhrman, H. Pham
Representation of non-markovian optimal stopping problems by constrained BSDEs with a single jump
2016 M. Fuhrman, H. Pham, F. Zeni
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
2016 A. Cosso, M. Fuhrman, H. Pham
Stochastic maximum principle for optimal control of a class of nonlinear spdes with dissipative drift
2016 M. Fuhrman, C. Orrieri
Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control
2016 F. Confortola, M. Fuhrman, J. Jacod
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
2017 M. Fuhrman, F. Masiero, G. Tessitore
HJB Equations Through Backward Stochastic Differential Equations
2017 M. Fuhrman, T. Gianmario
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