TESSITORE GIANMARIO

Room: 
U05, Piano: P03, Stanza: 3027
Via Roberto Cozzi 55 - 20125 MILANO
Position: 
Vice Direttore di Dipartimento (DIPARTIMENTO DI MATEMATICA E APPLICAZIONI)
Role: 
Full professor
Academic disciplines: 
PROBABILITY AND STATISTICS (MAT/06)
Telephone: 
0264485726

Publications

  • Guatteri, G., & Tessitore, G. (2020). Ergodic BSDEs with multiplicative and degenerate noise. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 58(4), 2050-2077.
  • Guatteri, G., & Tessitore, G. (2019). Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional Spaces. APPLIED MATHEMATICS AND OPTIMIZATION.
  • Cosso, A., Guatteri, G., & Tessitore, G. (2019). Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise. ESAIM. COCV, 25.
  • Orrieri, C., Tessitore, G., & Veverka, P. (2019). Ergodic Maximum Principle for Stochastic Systems. APPLIED MATHEMATICS AND OPTIMIZATION, 79(3), 567-591.
  • Confortola, F., Fuhrman, M., Guatteri, G., & Tessitore, G. (2018). Linear-quadratic optimal control under non-Markovian switching. STOCHASTIC ANALYSIS AND APPLICATIONS, 36(1), 166-180.