Marco Fuhrman

According to our database1, Marco Fuhrman
  • authored at least 8 papers between 2003 and 2016.
  • has a "Dijkstra number"2 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

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Bibliography

2016
Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift.
SIAM J. Control and Optimization, 2016

2013
Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes.
SIAM J. Control and Optimization, 2013

Stochastic maximum principle for optimal control of SPDEs
CoRR, 2013

2010
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations.
SIAM J. Control and Optimization, 2010

2009
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces.
SIAM J. Control and Optimization, 2009

2006
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth.
SIAM J. Control and Optimization, 2006

2004
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations.
SIAM J. Control and Optimization, 2004

2003
Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces.
SIAM J. Control and Optimization, 2003


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