| 1 |
Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional Spaces
Guatteri G, Tessitore G
Applied Mathematics and Optimization, 83(2), 1025, 2021 |
| 2 |
ERGODIC BSDEs WITH MULTIPLICATIVE AND DEGENERATE NOISE
Guatteri G, Tessitore G
SIAM Journal on Control and Optimization, 58(4), 2050, 2020 |
| 3 |
WELL POSEDNESS OF OPERATOR VALUED BACKWARD STOCHASTIC RICCATI EQUATIONS IN INFINITE DIMENSIONAL SPACES
Guatteri G, Tessitore G
SIAM Journal on Control and Optimization, 52(6), 3776, 2014 |
| 4 |
ON THE EXISTENCE OF OPTIMAL CONTROLS FOR SPDES WITH BOUNDARY NOISE AND BOUNDARY CONTROL
Guatteri G, Masiero F
SIAM Journal on Control and Optimization, 51(3), 1909, 2013 |
| 5 |
INFINITE HORIZON AND ERGODIC OPTIMAL QUADRATIC CONTROL FOR AN AFFINE EQUATION WITH STOCHASTIC COEFFICIENTS
Guatteri G, Masiero F
SIAM Journal on Control and Optimization, 48(3), 1600, 2009 |
| 6 |
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
Guatteri G, Tessitore G
Applied Mathematics and Optimization, 57(2), 207, 2008 |
| 7 |
A stochastic Tikhonov theorem in infinite dimensions
Buckdahn R, Guatteri G
Applied Mathematics and Optimization, 53(2), 221, 2006 |
| 8 |
On the backward stochastic Riccati equation in infinite dimensions
Guatteri G, Tessitore G
SIAM Journal on Control and Optimization, 44(1), 159, 2005 |
