Research

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems. Alessandro Calvia, F.C., Giorgio Ferrari. To appear on The Annals of Applied Probability, June 2026 (preprint available here).
Cooperation, Correlation and Competition in Ergodic N-player Games and Mean-field Games of Singular Controls: A Case Study. F.C., Giorgio Ferrari. Published online on Mathematics of Operations Research, January 2026.
Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game. Luciano Campi, F.C., Fanny Cartellier. Applied Mathematics and Optimization, Vol. 91, article number 8 (2025).
Coarse correlated equilibria in continuos-time mean field games. Luciano Campi, F.C., Markus Fischer. Electronic Journal of Probability, 29:Paper No. 1, 2024.

Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning. Luciano Campi, F.C., Ioannis Tzouanas. ArXiv pre-print.
Stationary Mean-Field singular control of an Ornstein-Uhlenbeck process. F.C. Arxiv preprint.

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