4 citations · 8 across the 19 of their papers we have counts for
9 papers · 1 filter
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…
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…
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…
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…
Ergodic maximum principle for stochastic systems
Carlo Orrieri, Gianmario Tessitore, Petr Veverka
We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controll…
Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise
Marco Fuhrman, Ying Hu, Gianmario Tessitore
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of c…