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

Stochastic Maximum Principle for a PDEs with noise and control on the boundary. - Giuseppina Guatteri (CoRR, 2008)

Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients. - Giuseppina Guatteri; Federica Masiero (Syst. Control. Lett., 2009)

Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients. - Giuseppina Guatteri; Federica Masiero (SIAM J. Control. Optim., 2009)

Stochastic maximum principle for SPDEs with noise and control on the boundary. - Giuseppina Guatteri (Syst. Control. Lett., 2011)

On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control. - Giuseppina Guatteri; Federica Masiero (SIAM J. Control. Optim., 2013)

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

Multivariate Hidden Markov Models for disease progression. - Andrea Martino; Giuseppina Guatteri; Anna Maria Paganoni (Stat. Anal. Data Min., 2020)

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)