Giuseppina Guatteri

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 3

Top Topics

Infinite Dimensional

Optimal Control

Stochastic Differential Equations

Top Venues

SIAM J. Control. Optim.

Stat. Anal. Data Min.

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)
Andrea Martino, Giuseppina Guatteri, Anna Maria Paganoni
Multivariate Hidden Markov Models for disease progression. Stat. Anal. Data Min. 13 (5) (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)
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)
Giuseppina Guatteri
Stochastic maximum principle for SPDEs with noise and control on the boundary. Syst. Control. Lett. 60 (3) (2011)
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)
Giuseppina Guatteri
Stochastic Maximum Principle for a PDEs with noise and control on the boundary. CoRR (2008)
Giuseppina Guatteri, Gianmario Tessitore
On the Backward Stochastic Riccati Equation in Infinite Dimensions. SIAM J. Control. Optim. 44 (1) (2005)