Research and Projects
Research and Projects
Preprints
A. Picarelli, J. Tam and M. Scaratti. Extended mean field control: a global numerical solution via finite-dimensional approximation. Preprint 2025 on arXiv.
Ongoing Projects
O. Bokanowski, J. F. Chassagneux, M. Scaratti, and X. Warin. Neural network approximations for stochastic control problems with degenerate dynamics.
L. Campi, R. Dumitrescu, and M. Scaratti. A dynamic pricing model under mean-field interaction for energy contracts.
Co-authors