Elena Bandini

Identifiers

• name variant Elena Bandini 0.60 · backfill

Papers (9)

1. Optimal control of infinite-dimensional Piecewise Deterministic Markov Processes: a BSDE approach. Application to the control of an excitable cell membrane math.OC · 2019 · author #1
2. A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces math.PR · 2019 · author #2
3. BSDE Representation and Randomized Dynamic Programming Principle for Stochastic Control Problems of Infinite-Dimensional Jump-Diffusions math.PR · 2018 · author #1
4. Constrained BSDEs driven by a non quasi-left-continuous random measure and optimal control of PDMPs on bounded domains math.OC · 2017 · author #1
5. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem math.PR · 2016 · author #1
6. Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function math.OC · 2015 · author #1
7. Existence and uniqueness for backward stochastic differential equations driven by a random measure math.PR · 2015 · author #1
8. Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes math.PR · 2015 · author #1
9. Optimal control of semi-Markov processes with a backward stochastic differential equations approach math.OC · 2013 · author #1

Mentions

• 1506.02249 #1 · backfill · confidence 0.70 Elena Bandini
• 1501.04362 #1 · backfill · confidence 0.70 Elena Bandini
• 1311.1063 #1 · backfill · confidence 0.70 Elena Bandini

Frequent Coauthors

• Andrea Cosso 2 shared papers
• Fulvia Confortola 2 shared papers
• Marco Fuhrman 2 shared papers
• Davide Addona 1 shared papers
• Federica Masiero 1 shared papers
• Huy\^en Pham (LPMA) 1 shared papers
• Michele Thieullen 1 shared papers