Publications and Preprints:
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk, with Filippo de Feo and Huyên Pham, to appear in ESAIM: Control, Optimization and Calculus of Variations (2025).
Mean-field control of non exchangeable systems, with Marco Fuhrman, Idris Kharroubi and Huyên Pham, ESAIM: Control, Optimization and Calculus of Variations, Volume 32, 2026.
Nonlinear Graphon mean-field systems, with Fabio Coppini and Huyên Pham, Stochastic Processes and their Applications, Volume 190, December 2025, 104728