Design of an L.Q.G. controller for single point moored large tankers. - Giovanni B. Di Masi; Lorenzo Finesso; Giorgio Picci (Autom., 1986)

Towards a general theory of bond markets. - Tomas Björk; Giovanni B. Di Masi; Yuri Kabanov; Wolfgang J. Runggaldier (Finance Stochastics, 1997)

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)

Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon. - Giovanni B. Di Masi; Lukasz Stettner (SIAM J. Control. Optim., 1999)

Pathwise Optimality in Stochastic Control. - Paolo Dai Pra; Giovanni B. Di Masi; Barbara Trivellato (SIAM J. Control. Optim., 2000)

Ergodicity of hidden Markov models. - Giovanni B. Di Masi; Lukasz Stettner (Math. Control. Signals Syst., 2005)

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property. - Giovanni B. Di Masi; Lukasz Stettner (SIAM J. Control. Optim., 2007)

Ergodicity of filtering process by vanishing discount approach. - Giovanni B. Di Masi; Lukasz Stettner (Syst. Control. Lett., 2008)