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Federica Masiero

Identifiers

  • name variant Federica Masiero 0.60 · backfill

Papers (16)

  1. A Bismut-Elworthy formula for BSDEs with degenerate noise math.PR · 2026 · author #2
  2. A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces math.PR · 2019 · author #3
  3. Stochastic maximum principle for equations with delay: the non-convex case math.OC · 2018 · author #2
  4. Stochastic maximum principle for SPDEs with delay math.PR · 2016 · author #2
  5. Stochastic Optimal Control with Delay in the Control: solution through partial smoothing math.PR · 2015 · author #2
  6. HJB equations in infinite dimensions under weak regularizing properties math.PR · 2014 · author #1
  7. Reflected BSDEs and optimal control and stopping for infinite-dimensional systems math.OC · 2014 · author #2
  8. A Bismut Elworthy formula for quadratic BSDEs math.PR · 2014 · author #1
  9. HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition math.PR · 2013 · author #1
  10. A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition math.PR · 2012 · author #1
  11. On the existence of optimal controls for SPDEs with boundary-noise and boundary-control math.OC · 2011 · author #2
  12. Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian math.PR · 2010 · author #1
  13. A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control math.PR · 2009 · author #1
  14. Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations math.PR · 2008 · author #2
  15. Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic and Stationary Coefficients math.PR · 2008 · author #2
  16. Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients math.PR · 2007 · author #2

Mentions

  • 1506.06013 #2 · backfill · confidence 0.70 Federica Masiero
  • 1411.7236 #1 · backfill · confidence 0.70 Federica Masiero
  • 1411.3897 #2 · backfill · confidence 0.70 Federica Masiero
  • 1404.2098 #1 · backfill · confidence 0.70 Federica Masiero
  • 1312.0811 #1 · backfill · confidence 0.70 Federica Masiero
  • 1206.7030 #1 · backfill · confidence 0.70 Federica Masiero
  • 1110.6534 #2 · backfill · confidence 0.70 Federica Masiero
  • 1007.1882 #1 · backfill · confidence 0.70 Federica Masiero
  • 0905.3628 #1 · backfill · confidence 0.70 Federica Masiero
  • 0806.1837 #2 · backfill · confidence 0.70 Federica Masiero
  • 0804.4362 #2 · backfill · confidence 0.70 Federica Masiero
  • 0707.0606 #2 · backfill · confidence 0.70 Federica Masiero

Frequent Coauthors