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20072026
most citedStochastic Optimal Control with Delay in the Control I: solving the HJB equation through partial smoothing

37 citations · 100 across the 22 of their papers we have counts for

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Showing 2019Show all

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math.PR2019

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…

math.PR2019

A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces

Davide Addona, Elena Bandini, Federica Masiero

We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes , with generator with quadratic growth with respe…