BANDINI ELENA

Ruolo: 
ricercatore a tempo determinato
Settore scientifico disciplinare: 
PROBABILITA' E STATISTICA MATEMATICA (MAT/06)
Telefono: 
0264485744
Stanza: 
U05, Piano: P03, Stanza: 3062
Via Roberto Cozzi, 55 - 20125 MILANO

Pubblicazioni

  • Bandini, E., Cosso, A., Fuhrman, M., & Pham, H. (2019). Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 129(2), 674-711. Dettaglio
  • Bandini, E., Cosso, A., Fuhrman, M., & Pham, H. (2018). Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach. THE ANNALS OF APPLIED PROBABILITY, 28(3), 1634-1678. Dettaglio
  • Bandini, E. (2018). Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function. ESAIM. COCV, 24, 311-354. Dettaglio
  • Bandini, E., & Russo, F. (2018). Special weak Dirichlet processes and BSDEs driven by a random measure. BERNOULLI, 24(4A), 2569-2609. Dettaglio
  • Bandini, E., & Fuhrman, M. (2017). Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 127(5), 1441-1474. Dettaglio