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researcher

G. Guatteri

5 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20182021
most citedErgodic BSDEs with Multiplicative and Degenerate Noise

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2018

Ergodic Control of Infinite Dimensional SDEs with Degenerate Noise

Andrea Cosso, Giuseppina Guatteri, Gianmario Tessitore

The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.