Null controllability of an infinite dimensional SDE with state- and control-dependent noise. - Mihai Sîrbu; Gianmario Tessitore (Syst. Control. Lett., 2001)

Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations. - Marco Fuhrman; Gianmario Tessitore (SIAM J. Control. Optim., 2004)

On the Backward Stochastic Riccati Equation in Infinite Dimensions. - Giuseppina Guatteri; Gianmario Tessitore (SIAM J. Control. Optim., 2005)

On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth. - Marco Fuhrman; Ying Hu; Gianmario Tessitore (SIAM J. Control. Optim., 2006)

Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces. - Rainer Buckdahn; Marc Quincampoix; Gianmario Tessitore (SIAM J. Control. Optim., 2008)

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces. - Marco Fuhrman; Ying Hu; Gianmario Tessitore (SIAM J. Control. Optim., 2009)

Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations. - Marco Fuhrman; Federica Masiero; Gianmario Tessitore (SIAM J. Control. Optim., 2010)

Stochastic maximum principle for optimal control of SPDEs - Marco Fuhrman; Ying Hu; Gianmario Tessitore (CoRR, 2013)

Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces. - Giuseppina Guatteri; Gianmario Tessitore (SIAM J. Control. Optim., 2014)

Ergodic BSDEs with Multiplicative and Degenerate Noise. - Giuseppina Guatteri; Gianmario Tessitore (SIAM J. Control. Optim., 2020)

Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization. - Giuseppina Guatteri; Gianmario Tessitore (SIAM J. Control. Optim., 2022)