Fuhrman Marco Alessandro
Full professor
SSD
MAT/06 - PROBABILITY AND STATISTICS
Competition sector
01/A3 - MATHEMATICAL ANALYSIS, PROBABILITY AND STATISTICS
Research fields and competencies
Head of Department
Contacts
Workplace
Office phone number
University email address
Web site
Office hours
Monday, 10:30 am - 1:30 pm (upon appointment, possibly suppressed for academic duties)
Office
Department of Mathematics, via Saldini 50, office 1017.
Teaching - Programme courses
Bachelors and masters
A.Y. 2020/2021
A.Y. 2019/2020
A.Y. 2018/2019
A.Y. 2017/2018
A.Y. 2016/2017
Postgraduate programmes
A.Y. 2019/2020
Postgraduate Schools - Medicine, Healthcare, Dental Medicine
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry Reserved For Non-Doctors)
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry)
A.Y. 2018/2019
Postgraduate Schools - Medicine, Healthcare, Dental Medicine
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry Reserved For Non-Doctors)
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry)
Research
Publications
Publications
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Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs / M. Fuhrman, M. Morlais. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 130:5(2020 May), pp. 3120-3153.
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Backward SDEs and infinite horizon stochastic optimal control / F. Confortola, A. Cosso, M. Fuhrman. - In: ESAIM. COCV. - ISSN 1292-8119. - 25(2019 Aug 09).
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Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem / E. Bandini, A. Cosso, M. Fuhrman, H. Pham. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 129:2(2019 Feb), pp. 674-711.
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Stochastic maximum principle for optimal control of partial differential equations driven by white noise / M. Fuhrman, H. Ying, T. Gianmario. - In: STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS. - ISSN 2194-0401. - 6:2(2018 Jun), pp. 255-285.
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Linear-quadratic optimal control under non-Markovian switching / F. Confortola, M. Fuhrman, G. Guatteri, G. Tessitore. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - 36:1(2018 Jan), pp. 166-180.