4 citations · 8 across the 19 of their papers we have counts for
23 papers
On approximations of stochastic optimal control problems with an application to climate equations
Franco Flandoli, Giuseppina Guatteri, Umberto Pappalettera +1
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principl…
Space Regularity of Evolution Equations Driven by Rough Paths
Davide Addona, Luca Lorenzi, Gianmario Tessitore
In this paper, we consider the linear evolution equation , where is a closed operator, associated to a semigroup, with good smoothing effects in a Ban…
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…
Regularity results for non-linear Young equations and applications
Davide Addona, Luca Lorenzi, Gianmario Tessitore
In this paper we provide sufficient conditions which ensure that the non-linear equation , , with and being an unbounded operato…
Partial smoothing of delay transition semigroups acting on special functions
Federica Masiero, Gianmario Tessitore
It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bo…
Singular Limit of Two Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization
Giuseppina Guatteri, Gianmario Tessitore
In this paper we study the limit of the value function for a two-scale, infinite-dimensional, stochastic controlled system with cylindrical noise and possibly degenerate diffusion.…