| Stochastic equations with delay: Optimal control via BSDEs and regular solutions of Hamilton–Jacobi–Bellman equations M Fuhrman, F Masiero, G Tessitore SIAM Journal on Control and Optimization 48 (7), 4624-4651, 2010 | 76 | 2010 |
| Semilinear Kolmogorov equations and applications to stochastic optimal control F Masiero Applied Mathematics and Optimization 51, 201-250, 2005 | 51 | 2005 |
| Stochastic optimal control problems and parabolic equations in Banach spaces F Masiero SIAM Journal on Control and Optimization 47 (1), 251-300, 2008 | 47 | 2008 |
| Stochastic optimal control with delay in the control I: Solving the HJB equation through partial smoothing F Gozzi, F Masiero SIAM Journal on Control and Optimization 55 (5), 2981-3012, 2017 | 37 | 2017 |
| Stochastic optimal control with delay in the control II: Verification theorem and optimal feedbacks F Gozzi, F Masiero SIAM Journal on Control and Optimization 55 (5), 3013-3038, 2017 | 29 | 2017 |
| On the existence of optimal controls for SPDEs with boundary noise and boundary control G Guatteri, F Masiero SIAM Journal on Control and Optimization 51 (3), 1909-1939, 2013 | 29 | 2013 |
| Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces F Masiero | 27 | 2007 |
| Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces F Masiero Applied Mathematics and Optimization 55 (3), 285-326, 2007 | 21 | 2007 |
| A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control F Masiero Applied Mathematics & Optimization 62, 253-294, 2010 | 20 | 2010 |
| Stochastic maximum principle for SPDEs with delay G Guatteri, F Masiero, C Orrieri stochastic processes and their applications 127 (7), 2396-2427, 2017 | 17 | 2017 |
| A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition A Richou, F Masiero | 17 | 2013 |
| Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian F Masiero arXiv preprint arXiv:1007.1882, 2010 | 16 | 2010 |
| Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients G Guatteri, F Masiero SIAM journal on control and optimization 48 (3), 1600-1631, 2009 | 15 | 2009 |
| HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition F Masiero, A Richou Journal of Differential Equations 257 (6), 1989-2034, 2014 | 13 | 2014 |
| Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients F Masiero, E Priola Journal of Differential Equations 263 (3), 1773-1812, 2017 | 11 | 2017 |
| A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces D Addona, E Bandini, F Masiero Nonlinear Differential Equations and Applications NoDEA 27 (4), 37, 2020 | 10 | 2020 |
| Stochastic optimal control for the stochastic heat equation with exponentially growing coefficients and with control and noise on a subdomain F Masiero Stochastic analysis and applications 26 (4), 877-902, 2008 | 10 | 2008 |
| Stochastic control problems with unbounded control operators: solutions through generalized derivatives F Gozzi, F Masiero SIAM Journal on Control and Optimization 61 (2), 586-619, 2023 | 9 | 2023 |
| A BSDEs approach to pathwise uniqueness for stochastic evolution equations D Addona, F Masiero, E Priola Journal of Differential Equations 366, 192-248, 2023 | 8 | 2023 |
| Stochastic optimal control with delay in the control: solution through partial smoothing F Gozzi, F Masiero arXiv preprint arXiv:1506.06013, 2015 | 8 | 2015 |
