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Publications by Elena Bandini
Backward SDEs for Optimal Control of Partially Observed Path-Dependent Stochastic Systems: A Control Randomization Approach
Annals of Applied Probability
Uncertainty
Statistics
Probability
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Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems With Explicit Optimal Control Laws
SIAM Journal on Control and Optimization
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Path Integral-Based Stochastic Optimal Control for Rigid Body Dynamics
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
SIAM Journal on Control and Optimization
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Stochastic Maximum Principle for Partial Information Optimal Control Problem of Forward-Backward Systems Involving Classical and Impulse Controls
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Partially Observed Control of Markov Processes
Linear Quadratic Optimal Control Problem of Stochastic Switching Systems
Journal of Automation and Control Engineering
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
Journal of Applied Mathematics and Physics