Marco Fuhrman

According to our database, Marco Fuhrman authored at least 8 papers between 2003 and 2016.

Collaborative distances:

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

2016

Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift.

Marco Fuhrman, Carlo Orrieri

SIAM J. Control. Optim., 2016

2013

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes.

Fulvia Confortola, Marco Fuhrman

SIAM J. Control. Optim., 2013

Stochastic maximum principle for optimal control of SPDEs

Marco Fuhrman, Ying Hu, Gianmario Tessitore

CoRR, 2013

2010

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

2009

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces.

Marco Fuhrman, Ying Hu, Gianmario Tessitore

SIAM J. Control. Optim., 2009

2006

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

2004

Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations.

Marco Fuhrman, Gianmario Tessitore

SIAM J. Control. Optim., 2004

2003

Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces.

Marco Fuhrman, Anna Maria Paganoni

SIAM J. Control. Optim., 2003