Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach von Cosso, Andrea, Fuhrman, Marco, Pham, Huyên

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Geometry and Invariance in Stochastic Dynamics: Verona, Italy, March 25-29 2019 von Ugolini, Stefania, Fuhrman, Marco, Mastrogiacomo, Elisa, Morando, Paola, Rüdiger, Barbara

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Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift von Fuhrman, Marco, Orrieri, Carlo

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Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes von Bandini, Elena, Fuhrman, Marco

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Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes von Confortola, Fulvia, Fuhrman, Marco

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BACKWARD STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY A MARKED POINT PROCESS: AN ELEMENTARY APPROACH WITH AN APPLICATION TO OPTIMAL CONTROL von Confortola, Fulvia, Fuhrman, Marco, Jacod, Jean

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Backward stochastic differential equations associated to jump Markov processes and applications von Confortola, Fulvia, Fuhrman, Marco

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Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem von Bandini, Elena, Cosso, Andrea, Fuhrman, Marco, Pham, Huyên

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BACKWARD SDES FOR OPTIMAL CONTROL OF PARTIALLY OBSERVED PATH-DEPENDENT STOCHASTIC SYSTEMS: A CONTROL RANDOMIZATION APPROACH von Bandini, Elena, Cosso, Andrea, Fuhrman, Marco, Pham, Huyên

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Infinite Horizon Backward Stochastic Differential Equations and Elliptic Equations in Hilbert Spaces von Fuhrman, Marco, Tessitore, Gianmario

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Stochastic Maximum Principle for Optimal Control of SPDEs von Fuhrman, Marco, Hu, Ying, Tessitore, Gianmario

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RANDOMIZED AND BACKWARD SDE REPRESENTATION FOR OPTIMAL CONTROL OF NON-MARKOVIAN SDES von Fuhrman, Marco, Pham, Huyên

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STOCHASTIC EQUATIONS WITH DELAY: OPTIMAL CONTROL VIA BSDEs AND REGULAR SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS von FUHRMAN, Marco, MASIERO, Federica, TESSITORE, Gianmario

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Backward SDEs and infinite horizon stochastic optimal control von Confortola, Fulvia, Cosso, Andrea, Fuhrman, Marco

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Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs von Fuhrman, Marco, Morlais, Marie-Amélie

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Stochastic maximum principle for optimal control of partial differential equations driven by white noise von Fuhrman, Marco, Hu, Ying, Tessitore, Gianmario

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Reflected BSDEs, optimal control and stopping for infinite-dimensional systems von Fuhrman, Marco, Masiero, Federica, Tessitore, Gianmario

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Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces von Fuhrman, Marco, Hu, Ying, Tessitore, Gianmario

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Stochastic maximum principle for optimal control of SPDEs von Fuhrman, Marco, Hu, Ying, Tessitore, Gianmario

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Geometry and Invariance in Stochastic Dynamics: Verona, Italy, March 25-29, 2019

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