Giovanni B. Di Masi

According to our database, Giovanni B. Di Masi authored at least 8 papers between 1986 and 2008.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2008

Ergodicity of filtering process by vanishing discount approach.

Giovanni B. Di Masi, Lukasz Stettner

Syst. Control. Lett., 2008

2007

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property.

Giovanni B. Di Masi, Lukasz Stettner

SIAM J. Control. Optim., 2007

2005

Ergodicity of hidden Markov models.

Giovanni B. Di Masi, Lukasz Stettner

Math. Control. Signals Syst., 2005

2000

Pathwise Optimality in Stochastic Control.

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato

SIAM J. Control. Optim., 2000

1999

Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon.

Giovanni B. Di Masi, Lukasz Stettner

SIAM J. Control. Optim., 1999

Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon.

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato

Ann. Oper. Res., 1999

1997

Towards a general theory of bond markets.

Tomas Björk, Giovanni B. Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier

Finance Stochastics, 1997

1986

Design of an L.Q.G. controller for single point moored large tankers.

Giovanni B. Di Masi, Lorenzo Finesso, Giorgio Picci

Autom., 1986