Elena Bandini

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Elena Bandini, Andrea Cosso, Marco Fuhrman et al. · Stochastic Processes and their Applications · 2018 · 36 citations · Full text

Natural Sciences, Mathematics, Optimization +15

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

Elena Bandini, Andrea Cosso, Marco Fuhrman et al. · The Annals of Applied Probability · 2018 · 31 citations · Full text

Engineering, Finance, Mathematics +15

Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous

Elena Bandini · Electronic Communications in Probability · 2015 · 21 citations · Full text

Engineering, Mathematics, Differential Equations +14

Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes

Elena Bandini, Marco Fuhrman · Stochastic Processes and their Applications · 2016 · 21 citations · Full text

Engineering, Mathematics, Dynamical Systems +15

Optimal control of semi-Markov processes with a backward stochastic differential equations approach

Elena Bandini, Fulvia Confortola · Mathematics of Control Signals and Systems · 2016 · 18 citations · Full text

Engineering, Mathematics, Stochastic Modeling +11