FUHRMAN, MARCO ALESSANDRO
FUHRMAN, MARCO ALESSANDRO
Dipartimento di Matematica Federigo Enriques
Backward SDEs and infinite horizon stochastic optimal control
2019 F. Confortola, A. Cosso, M. Fuhrman
Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach
2018 E. Bandini, A. Cosso, M. Fuhrman, H. Pham
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
Backward stochastic differential equations and optimal control of marked point processes
2013 F. Confortola, M. Fuhrman
Backward stochastic differential equations associated to jump Markov processes and applications
2014 F. Confortola, M. Fuhrman
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
2007 M. Fuhrman, Y. Hu
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
2017 E. Bandini, M. Fuhrman
Ergodic bsdes and optimal ergodic control in banach spaces
2009 M. Fuhrman, Y. Hu, G. Tessitore
Filtering of continuous-time Markov chains with noise-free observation and applications
2013 F. Confortola, M. Fuhrman
Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations
2005 M. Fuhrman, G. Tessitore
Geometry and Invariance in Stochastic Dynamics
2021 S. Ugolini, M. Fuhrman, E. Mastrogiacomo, P. Morando, B. Ruediger
HJB Equations Through Backward Stochastic Differential Equations
2017 M. Fuhrman, T. Gianmario
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
2006 M. Fuhrman, Y. Hu
K-NN classifiers: Investigating the k = k(n) relationship
2008 C. Alippi, M. Fuhrman, M. Roveri
Linear-quadratic optimal control under non-Markovian switching
2018 F. Confortola, M. Fuhrman, G. Guatteri, G. Tessitore
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
2016 A. Cosso, M. Fuhrman, H. Pham
On a class of stochastic optimal control problems related to bsdes with quadratic growth
2006 M. Fuhrman, Y. Hu, G. Tessitore
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
2007 A. Debussche, M. Fuhrman, G. Tessitore
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs
2020 M. Fuhrman, M. Morlais
Randomized and backward SDE representation for optimal control of non-Markovian SDEs
2015 M. Fuhrman, H. Pham