FUHRMAN, MARCO ALESSANDRO

FUHRMAN, MARCO ALESSANDRO  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autori Tipo File Abstract
Geometry and Invariance in Stochastic Dynamics 2021 S. UgoliniM. FuhrmanP. Morando + Book (editor) -
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs 2020 Fuhrman, Marco + Article (author) -
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem 2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs and infinite horizon stochastic optimal control 2019 Cosso, AndreaFuhrman, Marco + Article (author) -
Backward SDEs for optimal control of partially observed path-dependent stochastic systems : A control randomization approach 2018 Cosso, AndreaFuhrman, Marco + Article (author) -
Stochastic maximum principle for optimal control of partial differential equations driven by white noise 2018 M. Fuhrman + Article (author) -
Linear-quadratic optimal control under non-Markovian switching 2018 M. Fuhrman + Article (author) -
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes 2017 M. Fuhrman + Article (author) -
HJB Equations Through Backward Stochastic Differential Equations 2017 M. Fuhrman + Book Part (author) -
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems 2017 M. Fuhrman + Article (author) -
Stochastic maximum principle for optimal control of a class of nonlinear spdes with dissipative drift 2016 M. Fuhrman + Article (author) -
Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control 2016 M. Fuhrman + Article (author) -
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach 2016 A. CossoM. Fuhrman + Article (author) -
Representation of non-markovian optimal stopping problems by constrained BSDEs with a single jump 2016 M. Fuhrman + Article (author) -
Randomized and backward SDE representation for optimal control of non-Markovian SDEs 2015 M. Fuhrman + Article (author) -
Backward stochastic differential equations associated to jump Markov processes and applications 2014 M. Fuhrman + Article (author) -
Stochastic maximum principle for optimal control of SPDEs 2013 M. Fuhrman + Article (author) -
Filtering of continuous-time Markov chains with noise-free observation and applications 2013 M. Fuhrman + Article (author) -
Backward stochastic differential equations and optimal control of marked point processes 2013 M. Fuhrman + Article (author) -
Stochastic maximum principle for optimal control of SPDEs 2012 M. Fuhrman + Article (author) -