37 citations · 100 across the 22 of their papers we have counts for
4 papers · 1 filter
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks
F. Gozzi, F. Masiero
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficien…
Stochastic Optimal Control with Delay in the Control I: solving the HJB equation through partial smoothing
F. Gozzi, F. Masiero
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the s…
Correction to "Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients''
Federica Masiero, Enrico Priola
We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an -Hölder continuous drift coefficient,…
Stochastic maximum principle for SPDEs with delay
Giuseppina Guatteri, Federica Masiero, Carlo Orrieri
In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional ev…