Research and Projects
Research and Projects
Preprints
O. Bokanowski, J.-F. Chassagneux, M. Scaratti, and X. Warin. Neural feedback approximation for stochastic control with degenerate diffusions: error estimates and numerical analysis. Preprint 2026 on arXiv.
A. Picarelli, J. Tam and M. Scaratti. Extended mean field control: a global numerical solution via finite-dimensional approximation. Preprint 2025 on arXiv.
Ongoing Research
L. Campi, R. Dumitrescu, M. Scaratti and X. Warin. Dynamic pricing contracts in energy markets: a Stackelberg game approach.
A. Picarelli and M. Scaratti. Error estimates for neural approximations of extended mean field control problems.