Alekos Cecchin

Research Assistant Professor at Università di Padova

Ricercatore a tempo determinato, tipo A. Since March 2022.

Dipartimento di Matematica. Via Trieste 63, 35121 Padova, Italy.

email: alekos.cecchin@unipd.it phone: +39 0498271415

My complete [CV] . Profiles: Google Scholar, arXiv, Research Gate, Scopus, orcid, MathSciNet

Website of the mean field game group in Padova

Past positions

August 2020 - February 2022. Post-doc at CMAP, École polytechnique. Supervisor: Prof. Nizar Touzi.

February 2019 - July 2020. Post-Doc at Université Côte d'Azur. Supervisor: Prof. François Delarue.

October 2015 - September 2018: Ph.D. in Mathematics, cum laude. Università di Padova. Supervisor: Prof. Markus Fischer. Thesis: Finite State N-player and Mean Field Games. [slide] of Ph.D. defence on 14/01/2019.

Research Topics

Mean field games and mean field control problems, N-player games, stochastic control theory, interacting particle systems, limit theorems.

Publications and preprints

C. Bertucci and A. Cecchin. Mean field games master equations: from discrete to continuous state space. SIAM journal on Mathematical Analysis, 56(2), 2569-2610, 2024. [DOI] [arXiv]
C. Alasseur, M. Basei, C. Bertucci, and A. Cecchin. A mean field model for the development of renewable capacities. Mathematics and Financial Economics, 17(4), 695–719, 2023. [DOI] [arXiv]
A. Cecchin and F. Delarue. Weak solutions to the master equation of potential mean field games. To appear in Memoirs of the Americal Mathematical Society, 2024+. [arXiv]
E. Bayraktar, A. Cecchin, and P. Chakraborty. Mean field control and finite dimensional approximation for regime-switching jump diffusions. Applied Mathematics and Optimization, 88, n. 36, 2023. [DOI] [arXiv]
E. Bayraktar, A. Cecchin, A. Cohen, and F. Delarue. Finite state mean field games with Wright-Fisher common noise as limits of N-player weighted games. Mathematics of Operations Research, 47 (4), 2840-2890, 2022. [DOI] , [arXiv]
A. Cecchin and F. Delarue. Selection by vanishing common noise for potential finite state mean field games. Communications in Partial Differential Equations, 47 (1), 89-168, 2022. [DOI] , [arXiv]
A. Cecchin. Finite state N-agent and mean field control problems. ESAIM: Control, Optimization and Calculus of Variations, 27, n. 31, 2021. [DOI] , [arXiv]
E. Bayraktar, A. Cecchin, A. Cohen, and F. Delarue. Finite state mean field games with Wright-Fisher common noise. Journal de Mathématiques Pures et Appliquées, 147, 98-162, 2021. [DOI] , [arXiv]
A. Cecchin, P. Dai Pra, M. Fischer, and G. Pelino. On the convergence problem in mean field games: a two state model without uniqueness. SIAM Journal on control and optimization, 57(4), 2443-2466, 2019. [DOI], [arXiv]
A. Cecchin and G. Pelino. Convergence, fluctuations and large deviations for finite state mean field games via the master equation. Stochastic Processes and their Applications, 129(11), 4510-4555, 2019. [DOI], [arXiv]
A. Cecchin and M. Fischer. Probabilistic approach to finite state mean field games. Applied Mathematics and Optimization, 81, 253-300, 2020. [DOI], [arXiv]
A. Cecchin and V. N. Kolokoltsov. Evolutionary game of coalition building under external pressure. Chapter in Advances in dynamic and mean field games, 2017. [DOI], [arXiv]
A. Cecchin. Finite state N-player and mean field games. My PhD Thesis. [PDF], [link]

Seminars and communications at conferences

Optimal Control Problems and Mean Field Games in Life Sciences and Economics, Padova, 30 November - 1 December 2023.
Seminar ERC ELISA, Nice, 28 September 2023. [slide]
XXII Congresso dell'Unione Matematica Italiana, Pisa, 4-9 September 2023.
43rd Conference on Stochastic Processes and their Applications, Lisbon, 24-28 July 2023.
13th International Society of Dynamic Games Workshop, Napoli, 7-9 June 2023.
Distributed Solutions to Complex Societal Problems Reunion Workshop, Chicago, 20-23 February 2023.
Mean Field Games and Applications, Paris, 12-14 December 2022. [slide]
A journey through complex systems: from interacting particles to games, Workshop in honor of Paolo Dai Pra's 60th birthday, L'Aquila, 21-24 September 2022.
9th Colloquium on BSDEs and Mean Field Systems, Annecy, 27 June - 1 July 2022. [slide]
Third Italian Meeting on Probability and Mathematical Statistics, Bologna, 13-16 June 2022.
Third spring colloquium on Probability and Finance, Padova, 28-29 April 2022.
SIAM conference on Analysis of PDEs, virtual, 14-18 March 2022. [slide]
Mathematical Advances in mean field games, Chicago, 13-17 December 2021. [slide]
Berlin Probability Colloquium, 24 November 2021. [slide]
Schrödinger Problem and Mean-field PDE Systems, CIRM, Marseille, 15-19 November 2021.
Two-days online workshop on Mean Field Games, Les Andelys (France), 18-19 June 2020. [slide]
Séminaire Bachelier, Paris, 28 February 2020. [slide]
Mean Field Games and related topics - 5, Levico Terme (Italy), 9-13 September 2019. [slide]
Second Italian Meeting on Probability and Mathematical Statistics, Vietri sul mare (Italy), 17-20 June 2019. [slide]
Séminaire de probabilité et de statistiques, Nice, 14 May 2019. [slide]
Journées projet ANR "Mean Field Games", Paris, 7-18 December 2018. [slide]
Project meeting on Mean Field Games, KAUST, Saudi Arabia, 19-20 November 2018. [slide]
Optimal Control and Mean Field Games, Pavia, 19-21 September 2018. [slide]
18th Symposium on Dynamic Games and Applications, Grenoble, 2-12 July 2018. [slide]
Large scale random structures, Padova, 3-4 July 2018. [slide]
Seminario di equazioni differenziali e applicazioni, Padova, 9 April 2018. [slide]
13th German Probability and Statistics Days, Freiburg, 27 February to 2 March 2018. [slide]
Opening conference of Verona Paris Stochastic Modeling Semester, Verona, 18-21 December 2017. [Poster]
Numerical methods for stochastic models: control, uncertainty quantification and mean-field, CIRM Marseille, 17-21 July 2017. [Poster]
First Italian Meeting on Probability and Mathematical Statistics, Turin, 19-22 June 2017. [slide]