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tel-01356762v1  Theses
Elena Bandini. Représentation probabiliste d'équations HJB pour le contrôle optimal de processus à sauts, EDSR (équations différentielles stochastiques rétrogrades) et calcul stochastique.
Probabilités [math.PR]. Université Paris Saclay (COmUE); Politecnico di Milano. Dipartimento di mathematica (Milano, Italie), 2016. Français. ⟨NNT : 2016SACLY005⟩
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hal-01447562v2  Journal articles
Giorgio FabbriFrancesco Russo. HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2017, 55 (6), pp.4072-4091
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hal-01330684v1  Journal articles
Giorgio FabbriFrancesco Russo. Infinite dimensional weak Dirichlet processes and convolution type processes
Stochastic Processes and their Applications, Elsevier, 2017, 127 (1), pp.325-357. ⟨10.1016/j.spa.2016.06.010⟩
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hal-01744262v1  Conference papers
Emilien FlayacKarim DahiaBruno HérisséFrédéric Jean. Dual Particle Output Feedback Control based on Lyapunov drifts for nonlinear systems
2018 IEEE Conference on Decision and Control (CDC), Dec 2018, Miami Beach, United States. pp.250-255, ⟨10.1109/CDC.2018.8619640⟩