3 papers
math.OC2024
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
Elena Bandini, Giuseppina Guatteri, Gianmario Tessitore
The paper is devoted to a stochastic optimal control problem for a two scale, infinite dimensional, stochastic system. The state of the system consists of slow and fast component a…
math.PR2023
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case
Giuseppina Guatteri, Federica Masiero
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with c…
math.PR2022
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter
Sandra Cerrai, Giuseppina Guatteri, Gianmario Tessitore
We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear s…