Gianmario Tessitore

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 2

Top Topics

Infinite Dimensional

Optimal Control

Stochastic Differential Equations

Top Venues

SIAM J. Control. Optim.

Publications

Giuseppina Guatteri, Gianmario Tessitore
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization. SIAM J. Control. Optim. 60 (1) (2022)
Giuseppina Guatteri, Gianmario Tessitore
Ergodic BSDEs with Multiplicative and Degenerate Noise. SIAM J. Control. Optim. 58 (4) (2020)
Giuseppina Guatteri, Gianmario Tessitore
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces. SIAM J. Control. Optim. 52 (6) (2014)
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Stochastic maximum principle for optimal control of SPDEs CoRR (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)
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces. SIAM J. Control. Optim. 48 (3) (2009)
Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces. SIAM J. Control. Optim. 47 (1) (2008)
Marco Fuhrman, Ying Hu, Gianmario Tessitore
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth. SIAM J. Control. Optim. 45 (4) (2006)
Giuseppina Guatteri, Gianmario Tessitore
On the Backward Stochastic Riccati Equation in Infinite Dimensions. SIAM J. Control. Optim. 44 (1) (2005)
Marco Fuhrman, Gianmario Tessitore
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations. SIAM J. Control. Optim. 43 (3) (2004)
Mihai Sîrbu, Gianmario Tessitore
Null controllability of an infinite dimensional SDE with state- and control-dependent noise. Syst. Control. Lett. 44 (5) (2001)