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
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
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
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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