| Weak existence and uniqueness for forward–backward SDEs F Delarue, G Guatteri Stochastic processes and their applications 116 (12), 1712-1742, 2006 | 83 | 2006 |
| On the backward stochastic Riccati equation in infinite dimensions G Guatteri, G Tessitore SIAM journal on control and optimization 44 (1), 159-194, 2005 | 57 | 2005 |
| Phase space Feynman path integrals S Albeverio, G Guatteri, S Mazzucchi Journal of Mathematical Physics 43 (6), 2847-2857, 2002 | 51 | 2002 |
| A variational approach to evolution problems with variable domains S Bonaccorsi, G Guatteri Journal of Differential Equations 175 (1), 51-70, 2001 | 40 | 2001 |
| 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 |
| Stochastic maximum principle for SPDEs with noise and control on the boundary G Guatteri Systems & control letters 60 (3), 198-204, 2011 | 22 | 2011 |
| Backward stochastic Riccati equations and infinite horizon LQ optimal control with infinite dimensional state space and random coefficients G Guatteri, G Tessitore Applied Mathematics and Optimization 57, 207-235, 2008 | 21 | 2008 |
| A representation of the Belavkin equation via phase space Feynman path integrals S Albeverio, G Guatteri, S Mazzucchi Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 (04 …, 2004 | 21 | 2004 |
| 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 representation of the Belavkin equation via Feynman path integrals S Albeverio, G Guatteri, S Mazzucchi Probability theory and related fields 125 (3), 365-380, 2003 | 17 | 2003 |
| Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces G Guatteri, G Tessitore SIAM Journal on Control and Optimization 52 (6), 3776-3806, 2014 | 16 | 2014 |
| Multivariate hidden Markov models for disease progression A Martino, G Guatteri, AM Paganoni Statistical Analysis and Data Mining: The ASA Data Science Journal 13 (5 …, 2020 | 15 | 2020 |
| 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 |
| Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces G Guatteri, G Tessitore Applied Mathematics & Optimization 83 (2), 1025-1051, 2021 | 10 | 2021 |
| Hidden Markov Models for multivariate functional data A Martino, G Guatteri, AM Paganoni Statistics & Probability Letters 167, 108917, 2020 | 10 | 2020 |
| Classical solutions for SPDEs with Dirichlet boundary conditions S Bonaccorsi, G Guatteri Seminar on Stochastic Analysis, Random Fields and Applications III: Centro …, 2002 | 10 | 2002 |
| Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients G Guatteri, F Masiero Systems & control letters 58 (3), 169-177, 2009 | 6 | 2009 |
| Stochastic maximum principle for equations with delay: the non-convex case G Guatteri, F Masiero arXiv preprint arXiv:1805.07957, 2018 | 5 | 2018 |
| Linear-quadratic optimal control under non-Markovian switching F Confortola, M Fuhrman, G Guatteri, G Tessitore Stochastic Analysis and Applications 36 (1), 166-180, 2018 | 5 | 2018 |
| Backward stochastic Riccati equations and infinite horizon LQ optimal control problems with stochastic coefficients G Guatteri, G Tessitore Appl. Math. Optim 57 (2), 207-235, 2008 | 5 | 2008 |
