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)

Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations. - Marco Fuhrman; Gianmario Tessitore (SIAM J. Control. Optim., 2004)

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)

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces. - Marco Fuhrman; Ying Hu; Gianmario Tessitore (SIAM J. Control. Optim., 2009)

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)

Stochastic maximum principle for optimal control of SPDEs - Marco Fuhrman; Ying Hu; Gianmario Tessitore (CoRR, 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 a Class of Nonlinear SPDEs with Dissipative Drift. - Marco Fuhrman; Carlo Orrieri (SIAM J. Control. Optim., 2016)