Marco Fuhrman

Publication Activity (10 Years)

Years Active: 2003-2016
Publications (10 Years): 1

Top Topics

Brownian Motion

Optimal Control

Infinite Horizon

Stochastic Differential Equations

Top Venues

SIAM J. Control. Optim.

Publications

Marco Fuhrman, Carlo Orrieri
Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift. SIAM J. Control. Optim. 54 (1) (2016)
Fulvia Confortola, Marco Fuhrman
Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes. SIAM J. Control. Optim. 51 (5) (2013)
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)
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)
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)
Marco Fuhrman, Anna Maria Paganoni
Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces. SIAM J. Control. Optim. 42 (5) (2003)