Research

Working papers and preprints

[1] Jonathan Tam, Ruixun Zhang, Yufei Zhang, Xunyu Zhou. Bayesian Dynamic Portfolio Optimization with Informative Constraints. Ongoing.

[2] Athena Picarelli, Marco Scaratti, Jonathan Tam (2025). Extended mean-field control: a global numerical solution via finite-dimensional approximation.  arXiv:2503.20510 . (Submitted)

[3] Dirk Becherer, Christoph Reisinger, Jonathan Tam (2023). Mean-field games of speedy information access with observation costs. Preprint, arXiv:2309.07877. (Under revision)

Refereed journal publications

[1] Christoph Reisinger and Jonathan Tam (2024). Markov decision processes with observation costs: framework and computation with a penalty scheme. Mathematics of Operations Research, 50(2):1305-1332, doi.org/10.1287/moor.2023.0172 (preprint version on arXiv)

Invited talks

[1] Padova Seminars in Probability and Finance. University of Padova. Padova, Italy. February 2025.

[2] ML/Fin Workshop. Center Paul-Langevin, France. September 2024.

[3] PhD Seminar: Advanced Stochastic Modelling. University of Vienna. Virtual. March 2023.

[4] Financial Math Seminar. University of Michigan. Virtual. March 2023.

[5] Department of Economics. University of Verona. Verona, Italy. January 2023.

Seminar and contributed talks

[1] Vienna Congress on Mathematical Finance. Vienna, Austria. July 2025.

[2] 12th General AMaMeF Conference. Verona, Italy.  June 2025.

[3] 12th Bachelier World Congress. Rio de Janeiro, Brazil. July 2024.

[4] 4th Italian Meeting on Probability and Mathematical Statistics. Rome, Italy. June 2024.

[5] Junior Researchers in Stochastic Optimal Control. Berlin, Germany. Aug 2023.

[6] International Research Training Group (IRTG) “Stochastic Analysis in Interaction” Seminar. Berlin, Germany.  May 2023.

[7] Conference in Mathematics of Random Systems 2023. Edinburgh. United Kingdom. April 2023.

[8] 12th Oxford-Princeton Workshop on Mathematical Finance and Stochastic Analysis. Oxford, United Kingdom. October 2022.

[9] Mathematics of Random Systems Summer School 2022. Oxford, United Kingdom. September 2022.

[10] 15th Viennese Conference on Optimal Control and Dynamic Games. Vienna, Austria. July 2022.

[11] International Conference on Computational Finance 2022. Wuppertal, Germany. June 2022.

[12] International Research Training Group (IRTG) “Stochastic Analysis in Interaction” Seminar. Berlin, Germany. May 2022.

[13] CDT in Mathematics of Random Systems Workshop. Oxford, United Kingdom. March 2022.

[14] Graduate School, Mathematics of Random Systems: Analysis, Modelling and Algorithms. Virtual. September 2021.

[15] 2021 UK National Student SIAM Chapter Conference. Virtual. June 2021.

Full CV (Last updated: July 2025)