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Marco Fuhrman

Identifiers

  • name variant Marco Fuhrman 0.60 · backfill

Papers (15)

  1. Linear-quadratic optimal control under non-Markovian switching math.OC · 2016 · author #2
  2. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem math.PR · 2016 · author #3
  3. Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems math.PR · 2015 · author #3
  4. Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift math.PR · 2015 · author #1
  5. Non-Markovian optimal stopping problems and constrained BSDEs with jump math.PR · 2015 · author #1
  6. Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes math.PR · 2015 · author #2
  7. Reflected BSDEs and optimal control and stopping for infinite-dimensional systems math.OC · 2014 · author #1
  8. Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach math.PR · 2014 · author #2
  9. Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise math.PR · 2014 · author #1
  10. Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control math.PR · 2014 · author #2
  11. Dual and backward SDE representation for optimal control of non-Markovian SDEs math.PR · 2013 · author #1
  12. Backward stochastic differential equations associated to jump Markov processes and applications math.PR · 2013 · author #2
  13. Backward stochastic differential equations and optimal control of marked point processes math.PR · 2012 · author #2
  14. Filtering of continuous-time Markov chains with noise-free observation and applications math.PR · 2010 · author #2
  15. Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations math.PR · 2008 · author #1

Mentions

  • 1310.6943 #1 · backfill · confidence 0.70 Marco Fuhrman
  • 1302.0679 #2 · backfill · confidence 0.70 Marco Fuhrman
  • 1205.5140 #2 · backfill · confidence 0.70 Marco Fuhrman
  • 1009.1039 #2 · backfill · confidence 0.70 Marco Fuhrman
  • 0806.1837 #1 · backfill · confidence 0.70 Marco Fuhrman

Frequent Coauthors