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Stochastic maximum principle for optimal control of SPDEs Fuhrman M., Hu Y., Tessitore G. Applied Mathematics and Optimization (2013) 37 pages [hal-00783615 - version 1]

Stochastic maximum principle for optimal control of SPDEs Fuhrman M., Hu Y., Tessitore G. Comptes Rendus Mathématique 350, 13-14 (2012) 683-688 [hal-00706554 - version 1]

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces Fuhrman M., Hu Y., Tessitore G. SIAM Journal on Control and Optimization 48, 3 (2009) 1542-1566 [hal-00165835 - version 1]

Optimal control of a stochastic heat equation with boundary-noise and boundary-control Debussche A., Fuhrman M., Tessitore G. ESAIM - Control Optimisation and Calculus of Variations 13, 1 (2007) 178-205 [hal-00383272 - version 1]

Stochastic control and BSDEs with quadratic growth Fuhrman M., Hu Y., Tessitore G. Dans Control theory and related topics (2007) 80-86 [hal-00368114 - version 1]

Backward stochastic differential equations in infinite dimensions with continuous driver and applications Fuhrman M., Hu Y. Applied Mathematics and Optimization 56, 2 (2007) 265-302 [hal-00364758 - version 1]

On a class of stochastic optimal control problems related to BSDEs with quadratic growth Fuhrman M., Hu Y., Tessitore G. SIAM Journal on Control and Optimization 45, 4 (2006) 1279-1296 [hal-00451623 - version 1]

Infinite horizon BSDEs in infinite dimensions with continuous driver and applications Fuhrman M., Hu Y. Journal of Evolution Equations 6, 3 (2006) 459-484 [hal-00451614 - version 1]