1 citations · 1 across the 4 of their papers we have counts for
4 papers
Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Control
Samuel N. Cohen, Filippo de Feo, Jackson Hebner +1
We develop deep learning-based approximation methods for fully nonlinear second-order PDEs on separable Hilbert spaces, such as HJB equations for infinite-dimensional control, by p…
Duality methods in stochastic optimal control
Peter Bank, Filippo de Feo
We prove two duality descriptions of the value function for a generic stochastic optimal problem. These descriptions also hold when the diffusion is controlled, a case left open by…
Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators
Gabriele Bolli, Filippo de Feo
The dynamic programming approach is one of the most powerful ones in optimal control. However, when dealing with optimal control problems of stochastic Volterra integral equations…
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models
Filippo de Feo, Salvatore Federico, Andrzej Święch
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert…