| 1 |
STOCHASTIC MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL OF A CLASS OF NONLINEAR SPDEs WITH DISSIPATIVE DRIFT
Fuhrman M, Orrieri C
SIAM Journal on Control and Optimization, 54(1), 341, 2016 |
| 2 |
Stochastic Maximum Principle for Optimal Control of SPDEs
Fuhrman M, Hu Y, Tessitore G
Applied Mathematics and Optimization, 68(2), 181, 2013 |
| 3 |
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND OPTIMAL CONTROL OF MARKED POINT PROCESSES
Confortola F, Fuhrman M
SIAM Journal on Control and Optimization, 51(5), 3592, 2013 |
| 4 |
STOCHASTIC EQUATIONS WITH DELAY: OPTIMAL CONTROL VIA BSDEs AND REGULAR SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS
Fuhrman M, Masiero F, Tessitore G
SIAM Journal on Control and Optimization, 48(7), 4624, 2010 |
| 5 |
ERGODIC BSDES AND OPTIMAL ERGODIC CONTROL IN BANACH SPACES
Fuhrman M, Hu Y, Tessitore G
SIAM Journal on Control and Optimization, 48(3), 1542, 2009 |
| 6 |
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
Fuhrman M, Hu Y
Applied Mathematics and Optimization, 56(2), 265, 2007 |
| 7 |
On a class of stochastic optimal control problems related to BSDEs with quadratic growth
Fuhrman M, Hu Y, Tessitore G
SIAM Journal on Control and Optimization, 45(4), 1279, 2006 |
| 8 |
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
Fuhrman M, Tessitore G
Applied Mathematics and Optimization, 51(3), 279, 2005 |
| 9 |
Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations
Fuhrman M, Tessitore G
SIAM Journal on Control and Optimization, 43(3), 813, 2004 |
| 10 |
Linear control systems on unbounded time intervals and invariant measures of Ornstein-Uhlenbeck processes in Hilbert spaces
Fuhrman M, Paganoni AM
SIAM Journal on Control and Optimization, 42(5), 1776, 2003 |
