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
L. Campi, R. Dumitrescu and M. Scaratti. A Partial Information Principal-Agent Problem under Mean-Field Interaction with Applications to Energy Markets.
O. Bokanowski, J.F. Chassagneux, M. Scaratti and X. Warin. Neural network approximations of degenerate stochastic optimal control problems.
Co-authors