Fulvia Confortola

Publication Activity (10 Years)

Years Active: 2012-2019
Publications (10 Years): 2

Top Topics

Stochastic Differential Equations

Markov Processes

Brownian Motion

Optimal Control

Top Venues

Math. Control. Signals Syst.

SIAM J. Control. Optim.

Publications

Fulvia Confortola
solution of backward stochastic differential equations driven by a marked point process. Math. Control. Signals Syst. 31 (1) (2019)
Elena Bandini, Fulvia Confortola
Optimal control of semi-Markov processes with a backward stochastic differential equations approach. Math. Control. Signals Syst. 29 (1) (2017)
Fulvia Confortola, Marco Fuhrman
Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes. SIAM J. Control. Optim. 51 (5) (2013)
Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels. SIAM J. Control. Optim. 50 (2) (2012)