Federica Masiero

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 4

Top Topics

Stochastic Control

Optimal Control

Top Venues

SIAM J. Control. Optim.

Publications

Fausto Gozzi, Federica Masiero
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives. SIAM J. Control. Optim. 61 (2) (2023)
Fausto Gozzi, Federica Masiero
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. SIAM J. Control. Optim. 59 (4) (2021)
Fausto Gozzi, Federica Masiero
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. SIAM J. Control. Optim. 55 (5) (2017)
Fausto Gozzi, Federica Masiero
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing. SIAM J. Control. Optim. 55 (5) (2017)
Giuseppina Guatteri, Federica Masiero
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control. SIAM J. Control. Optim. 51 (3) (2013)
Marco Fuhrman, Federica Masiero, Gianmario Tessitore
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations. SIAM J. Control. Optim. 48 (7) (2010)
Giuseppina Guatteri, Federica Masiero
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients. Syst. Control. Lett. 58 (3) (2009)
Giuseppina Guatteri, Federica Masiero
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients. SIAM J. Control. Optim. 48 (3) (2009)
Federica Masiero
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces. SIAM J. Control. Optim. 47 (1) (2008)
Leonardo Colzani, Federica Masiero
Approximation of eigenfunctions of elliptic differential operators. J. Approx. Theory 123 (1) (2003)