My research interests focus on probability theory, stochastic calculus, partial differential equations, stochastic control, stochastic differential games with singular controls and games of stopping, mean field games and application to economics and finance, machine learning problems and their connection with control theory.
Pasting of Equilibria and Donsker-type Results for Mean Field Games (2024). preprint (with M. Nendel, L. Tangpi, S. Wang).
Reinforcement learning for exploratory optimal stopping: A singular control formulation (2024). preprint (with G. Ferrari & R. Xu).
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility (2024). preprint (with F. Riedel & L. Stanca).
Ergodic mean-field games of singular control with regime-switching (2023). preprint (with G. Ferrari & I. Tzouanas).
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs (2025).
Annals of Applied Probability, doi.
Multiple equilibria in mean-field game models of firm competition with strategic complementarities (2025).
Quantitative Finance, doi (with S. Federico, G. Ferrari & G. Floccari).
Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (2023).
Stochastic Processes and their Applications, doi (with G. Ferrari).
Linear-quadratic-singular stochastic differential games and applications (2023).
Decisions in Economics and Finance, doi.
A unifying framework for submodular mean field games (2022).
Mathematics of Operations Research, doi (with G. Ferrari, M. Fischer, & M. Nendel).
Stationary discounted and ergodic mean field games of singular control (2021).
Mathematics of Operations Research, doi (with H. Cao & G. Ferrari).
Submodular mean field games: Existence and approximation of solutions (2021).
Annals of Applied Probability, doi (with G. Ferrari, M. Fischer, & M. Nendel).
Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria (2020).
SIAM Journal on Control and Optimization, doi (with G. Ferrari).