FUHRMAN, MARCO ALESSANDRO

FUHRMAN, MARCO ALESSANDRO  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autore(i) Tipo File Abstract
Backward SDEs and infinite horizon stochastic optimal control 9-ago-2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach 1-gen-2018 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control 1-giu-2016 M. Fuhrman + Article (author) -
Backward stochastic differential equations and optimal control of marked point processes 1-gen-2013 M. Fuhrman + Article (author) -
Backward stochastic differential equations associated to jump Markov processes and applications 1-gen-2014 M. Fuhrman + Article (author) -
Backward stochastic differential equations in infinite dimensions with continuous driver and applications 1-gen-2007 Fuhrman M. + Article (author) -
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes 1-mag-2017 M. Fuhrman + Article (author) -
Ergodic bsdes and optimal ergodic control in banach spaces 1-gen-2009 Fuhrman M. + Article (author) -
Filtering of continuous-time Markov chains with noise-free observation and applications 1-gen-2013 M. Fuhrman + Article (author) -
Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations 1-gen-2005 Fuhrman M. + Article (author) -
Geometry and Invariance in Stochastic Dynamics 1-gen-2021 S. UgoliniM. FuhrmanP. Morando + Book (editor) -
HJB Equations Through Backward Stochastic Differential Equations 1-gen-2017 M. Fuhrman + Book Part (author) -
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications 1-gen-2006 Fuhrman M. + Article (author) -
K-NN classifiers: Investigating the k = k(n) relationship 1-gen-2008 Fuhrman M.Roveri M. + Book Part (author) -
Linear-quadratic optimal control under non-Markovian switching 1-gen-2018 M. Fuhrman + Article (author) -
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach 1-gen-2016 A. CossoM. Fuhrman + Article (author) -
On a class of stochastic optimal control problems related to bsdes with quadratic growth 1-gen-2006 Fuhrman M. + Article (author) -
Optimal control of a stochastic heat equation with boundary-noise and boundary-control 1-gen-2007 Fuhrman M. + Article (author) -
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs 1-mag-2020 Fuhrman, Marco + Article (author) -
Randomized and backward SDE representation for optimal control of non-Markovian SDEs 1-gen-2015 M. Fuhrman + Article (author) -