9 citations · 11 across the 8 of their papers we have counts for
10 papers
-Normed Spaces of Bounded Multilinear Operator
Filippo de Feo
We study the spaces of bounded multilinear operators endowed with -norms, where are normed spaces and is a measure with -moments. These are…
Duality for Stochastic Control with non-Markovian Random Coefficients
Peter Bank, Jannis R. Dause, Filippo de Feo +1
We develop novel duality methods for stochastic optimal control problems under two sources of randomness and non-Markovian random coefficients adapted to just one of them. The Hami…
Universal Approximation of Nonlinear Operators and Their Derivatives
Filippo de Feo
We show that Universal Approximation (UA) of nonlinear operators and their derivatives via Operator Learning (OL) architectures fails in (Fréchet) compact-open topologies…
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications
Filippo de Feo, Samy Mekkaoui
We initiate the study of optimal control problems of heterogeneous mean-field stochastic differential equations with common noise. We formulate the problem within a linear-quadrati…
Stochastic Optimal Control with Measurable Coefficients and Applications
Filippo de Feo
Stochastic optimal control control problems with merely measurable coefficients are not well understood. In this manuscript, we consider fully non-linear stochastic optimal control…
Stochastic optimal control in Hilbert spaces: regularity of the value function and optimal synthesis via viscosity solutions
Filippo de Feo, Andrzej Święch, 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 Święch
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…
Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems
Filippo de Feo
In this manuscript we consider optimal control problems of stochastic differential equations with delays in the state and in the control. First, we prove an equivalent Markovian re…
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…
The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces
Filippo de Feo
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces…