Gianmario Tessitore

Orcid: 0000-0001-9893-3703

Affiliations:
  • University of Milano-Bicocca, Italy


According to our database1, Gianmario Tessitore authored at least 11 papers between 2001 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
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PhD thesis 
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Online presence:

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Bibliography

2022
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization.
SIAM J. Control. Optim., 2022

2020
Ergodic BSDEs with Multiplicative and Degenerate Noise.
SIAM J. Control. Optim., 2020

2014
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces.
SIAM J. Control. Optim., 2014

2013
Stochastic maximum principle for optimal control of SPDEs
CoRR, 2013

2010
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations.
SIAM J. Control. Optim., 2010

2009
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces.
SIAM J. Control. Optim., 2009

2008
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces.
SIAM J. Control. Optim., 2008

2006
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth.
SIAM J. Control. Optim., 2006

2005
On the Backward Stochastic Riccati Equation in Infinite Dimensions.
SIAM J. Control. Optim., 2005

2004
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations.
SIAM J. Control. Optim., 2004

2001
Null controllability of an infinite dimensional SDE with state- and control-dependent noise.
Syst. Control. Lett., 2001


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