Filippo de Feo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal control of stochastic delay differential equations: Optimal feedback controls (available as arXiv preprint)	N/A	Paper
Stochastic optimal control with measurable coefficients and applications SIAM Journal on Control and Optimization	2026-07-22	Paper
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations	2026-05-15	Paper
Sensitivity of functionals of McKean-Vlasov SDEs with respect to the initial distribution Stochastic Processes and their Applications	2026-02-27	Paper
Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators (available as arXiv preprint)	2026-01-01	Paper
Duality methods in stochastic optimal control (available as arXiv preprint)	2026-01-01	Paper
Duality for Stochastic Control with non-Markovian Random Coefficients (available as arXiv preprint)	2026-01-01	Paper
L^p_μ-Normed Spaces of Bounded Multilinear Operator (available as arXiv preprint)	2026-01-01	Paper
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 Decisions in Economics and Finance	2025-08-25	Paper
Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions Electronic Journal of Probability	2025-06-27	Paper
Optimal control of stochastic delay differential equations: optimal feedback controls Journal of Differential Equations	2025-01-20	Paper
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk (available as arXiv preprint)	2025-01-01	Paper
Centralized and Competitive Extraction for Distributed Renewable Resources with Nonlinear Reproduction (available as arXiv preprint)	2025-01-01	Paper
Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models (available as arXiv preprint)	2025-01-01	Paper
Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution (available as arXiv preprint)	2024-01-01	Paper
Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions	2023-10-04	Paper
Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and an economical application	2023-08-28	Paper
The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces Applied Mathematics and Optimization	2023-07-06	Paper
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models	2023-02-17	Paper
The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model Journal of Differential Equations	2021-10-04	Paper

Research outcomes over time

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