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Mostrati risultati da 1 a 19 di 19
Titolo Data di pubblicazione Autori File
Optimal control for stochastic Volterra equations with multiplicative Lévy noise. 1-gen-2020 F. Confortola +
L^p solution of backward stochastic differential equations driven by a marked point process 1-gen-2019 CONFORTOLA, FULVIA
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions 1-gen-2019 Bandini E.Confortola F.Cosso A.
Linear-quadratic optimal control under non-Markovian switching 1-gen-2018 CONFORTOLA, FULVIAGUATTERI, GIUSEPPINA +
Backward SDEs and infinite horizon stochastic optimal control 1-gen-2018 F. Confortola +
Optimal control of semi-Markov processes with a backward stochastic differential equations approach 1-gen-2017 CONFORTOLA, FULVIA +
Backward stochastic differential equations driven by a marked point process: an elementary approach, with an application to optimal control 1-gen-2016 CONFORTOLA, FULVIA +
Feedback optimal control for stochastic Volterra equations with completely monotone kernels. 1-gen-2015 CONFORTOLA, FULVIA +
Backward stochastic differential equations associated to jump Markov processes and applications 1-gen-2014 CONFORTOLA, FULVIA +
Optimal control for stochastic heat equation with memory. 1-gen-2014 CONFORTOLA, FULVIA +
Filtering of continuous-time Markov chains with noise-free observation and applications 1-gen-2013 CONFORTOLA, FULVIA +
Backward stochastic differential equations and optimal control of marked point processes 1-gen-2013 CONFORTOLA, FULVIA +
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels 1-gen-2012 CONFORTOLA, FULVIAMASTROGIACOMO, ELISA +
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension 1-gen-2008 CONFORTOLA, FULVIA +
BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces 1-gen-2008 CONFORTOLA, FULVIA +
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators 1-gen-2008 CONFORTOLA, FULVIA +
Optimal control of stochastic differential equations with dynamical boundary conditions 1-gen-2008 CONFORTOLA, FULVIAMASTROGIACOMO, ELISA +
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity 1-gen-2007 CONFORTOLA, FULVIA
Dissipative backward stochastic differential equations in infinite dimensions 1-gen-2006 CONFORTOLA, FULVIA
Mostrati risultati da 1 a 19 di 19
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