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Federica Masiero
Federica Masiero
Verified email at unimib.it
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Cited by
Year
Stochastic equations with delay: Optimal control via BSDEs and regular solutions of Hamilton–Jacobi–Bellman equations
M Fuhrman, F Masiero, G Tessitore
SIAM Journal on Control and Optimization 48 (7), 4624-4651, 2010
682010
Semilinear Kolmogorov equations and applications to stochastic optimal control
F Masiero
Applied Mathematics and Optimization 51, 201-250, 2005
512005
Stochastic optimal control problems and parabolic equations in Banach spaces
F Masiero
SIAM Journal on Control and Optimization 47 (1), 251-300, 2008
452008
Stochastic optimal control with delay in the control I: Solving the HJB equation through partial smoothing
F Gozzi, F Masiero
SIAM Journal on Control and Optimization 55 (5), 2981-3012, 2017
332017
On the existence of optimal controls for SPDEs with boundary noise and boundary control
G Guatteri, F Masiero
SIAM Journal on Control and Optimization 51 (3), 1909-1939, 2013
292013
Stochastic optimal control with delay in the control II: Verification theorem and optimal feedbacks
F Gozzi, F Masiero
SIAM Journal on Control and Optimization 55 (5), 3013-3038, 2017
272017
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces
F Masiero
252007
Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
F Masiero
Applied Mathematics and Optimization 55 (3), 285-326, 2007
212007
A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
F Masiero
Applied Mathematics & Optimization 62, 253-294, 2010
202010
Stochastic maximum principle for SPDEs with delay
G Guatteri, F Masiero, C Orrieri
stochastic processes and their applications 127 (7), 2396-2427, 2017
172017
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
A Richou, F Masiero
172013
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients
G Guatteri, F Masiero
SIAM journal on control and optimization 48 (3), 1600-1631, 2009
152009
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
F Masiero
arXiv preprint arXiv:1007.1882, 2010
142010
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
F Masiero, A Richou
Journal of Differential Equations 257 (6), 1989-2034, 2014
122014
Stochastic optimal control for the stochastic heat equation with exponentially growing coefficients and with control and noise on a subdomain
F Masiero
Stochastic analysis and applications 26 (4), 877-902, 2008
102008
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
D Addona, E Bandini, F Masiero
Nonlinear Differential Equations and Applications NoDEA 27 (4), 37, 2020
92020
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
F Masiero, E Priola
Journal of Differential Equations 263 (3), 1773-1812, 2017
82017
Stochastic optimal control with delay in the control: solution through partial smoothing
F Gozzi, F Masiero
arXiv preprint arXiv:1506.06013, 2015
82015
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
D Addona, F Masiero, E Priola
Journal of Differential Equations 366, 192-248, 2023
62023
Stochastic control problems with unbounded control operators: solutions through generalized derivatives
F Gozzi, F Masiero
SIAM Journal on Control and Optimization 61 (2), 586-619, 2023
62023
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