5 papers
Universal Approximation of Nonlinear Operators and Their Derivatives
Filippo de Feo
Establishing Universal Approximation Theorems (UATs) for nonlinear operators and their derivatives is a foundational open problem in Operator Learning (OL) and raises delicate ques…
Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications
Filippo de Feo, Fausto Gozzi, Andrzej ÅwiÄch +1
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations wher…
Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution
Filippo de Feo, Salvatore Federico, Fausto Gozzi +1
We examine the sensitivity at the origin of the distributional robust optimization problem in the context of a model generated by a mean field stochastic differential equation. We…
Stochastic optimal control in Hilbert spaces: regularity of the value function and optimal synthesis via viscosity solutions
Filippo de Feo, Andrzej ÅwiÄch, Lukas Wessels
We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Li…
Optimal control of stochastic delay differential equations: Optimal feedback controls
Filippo de Feo, Andrzej ÅwiÄch
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions o…