Research

Research Interests

The main topic of my PhD research has been non-Markovian quadratic systems of BSDEs. I have also studied Markovian quadratic FBSDEs, and related systems of semi-linear parabolic PDEs. More recently, I have worked on several projects related to the convergence problem in mean field games and mean field control.

Papers

Sharp convergence rates for mean field control in the region of strong regularity With Pierre Cardaliaguet, Nikiforos Mimikos-Stamotopoulos, and Panagiotis E. Souganidis. Annals of Probability
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise With Samuel Daudin and Benjamin Seeger. Communications in Partial Differential Equations.
Concentration bounds for stochastic systems with singular kernels With Antonios Zidritis. Proceedings of the AMS.
On the Optimal Rate for the Convergence Problem in Mean Field Control With Samuel Daudin and François Delarue. Journal of Functional Analysis.
Approximately optimal distributed stochastic control beyond the mean field setting With Daniel Lacker. To appear in Annals of Applied Probability.
Quantitative convergence for displacement monotone mean field games with controlled volatilityWith Ludovic Tangpi. Mathematics of Operations Research.
An algebraic convergence rate for the optimal control of Mckean-Vlasov dynamics with Pierre Cardaliaguet, Samuel Daudin, and Panagiotis E. Souganidis. SIAM Journal on Control and Optimization.
On quasilinear parabolic systems and FBSDEs of quadratic growthAnnals of Applied Probability.
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systemsStochastic Processes and their Applications.
Global existence for quadratic FBSDE systems and application to stochastic differential games Electronic Communications in Probability.
A new monotonicity condition for ergodic BSDEs and ergodic control with super-quadratic Hamiltonians With Gechun Liang. SIAM Journal on Control and Optimization.
Existence and uniqueness for non-Markovian triangular quadratic BSDEs With Gordan Žitković. SIAM Journal on Control and Optimization.
A characterization of solutions of quadratic BSDEs and a new approach to existence With Gordan Žitković. Stochastic Processes and their Applications.
On the Speed of an Excited Asymmetric Random Walk (undergraduate REU paper, supervised by Jonathon Peterson)With Mike Cinkoske and Claire Plunkett. Rose-Hulman Undergraduate Mathematics Journal.

Preprints
A non-asymptotic approach to stochastic differential games with many players under semi-monotonicity (2025) With Marco Cirant and Davide Redaelli
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise (2024) With Alekos Cecchin, Samuel Daudin, and Mattia Martini

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