Elena Bandini
Author
Alternate name Elena Bandini
Institution University of Bologna
Past institutions TU Dresden, University of Bologna, Politecnico di Milano, University of Milano-Bicocca, Ministero dell'Economia e delle Finanze +5 more
ORCID: Yes
H-index: 9
I10-index: 9
Works count: 59
Citations count: 244
Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
2018 · Elena Bandini, Andrea Cosso, et al. · The Annals of Applied Probability
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
2018 · Elena Bandini, Andrea Cosso, et al. · Stochastic Processes and their Applications
Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
2015 · Elena Bandini · Electronic Communications in Probability