Giovanni B. Di Masi

Publication Activity (10 Years)

Years Active: 1986-2008
Publications (10 Years): 0

Publications

Giovanni B. Di Masi, Lukasz Stettner
Ergodicity of filtering process by vanishing discount approach. Syst. Control. Lett. 57 (2) (2008)
Giovanni B. Di Masi, Lukasz Stettner
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property. SIAM J. Control. Optim. 46 (1) (2007)
Giovanni B. Di Masi, Lukasz Stettner
Ergodicity of hidden Markov models. Math. Control. Signals Syst. 17 (4) (2005)
Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato
Pathwise Optimality in Stochastic Control. SIAM J. Control. Optim. 39 (5) (2000)
Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato
Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon. Ann. Oper. Res. 88 (1999)
Giovanni B. Di Masi, Lukasz Stettner
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon. SIAM J. Control. Optim. 38 (1) (1999)
Tomas Björk, Giovanni B. Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier
Towards a general theory of bond markets. Finance Stochastics 1 (2) (1997)
Giovanni B. Di Masi, Lorenzo Finesso, Giorgio Picci
Design of an L.Q.G. controller for single point moored large tankers. Autom. 22 (2) (1986)