Research

Working papers

[1] D. Becherer, C. Reisinger, J. Tam (2023). Mean-field games of speedy information access with observation costs. Preprint, arXiv.

Refereed Journal Publications

[1] C. Reisinger and J. Tam (2024). Markov decision processes with observation costs: framework and computation with a penalty scheme. Mathematics of Operations Research. Advance online publication. doi.org/10.1287/moor.2023.0172

 (preprint version on arXiv)

Seminar Talks

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

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

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

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

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

Contributed Talks

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

[2] 12th Oxford-Princeton Workshop on Mathematical Finance and Stochastic Analysis. Oxford, United Kingdom. October 2022.

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

[4] 15th Viennese Conference on Optimal Control and Dynamic Games. Vienna, Austria. July 2022.

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

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

[7] 2021 UK National Student SIAM Chapter Conference. Virtual. June 2021.

Full CV (Last updated: March 2024)