Filippo de Feo

Available identifiers

Publication	Date of Publication	Type
Optimal control of stochastic delay differential equations: optimal feedback controls	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	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	2021-10-04	Paper
Optimal control of stochastic delay differential equations: Optimal feedback controls	N/A	Paper

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