I defended my doctoral thesis in August 2025 under the supervision of Prof. Dr. Beatrice Acciaio and Prof. Dr. Dylan Possamaï at the Department of Mathematics at ETH Zürich.
My research intrests include artificial intelligence and machine learning, backward stochastic differential equations, contract theory, mean-field games, model uncertainty, optimal transport, stochastic control, and stochastic finance. More information can be found on my CV.
firstname.lastname[at]math.ethz.ch
ETH Zurich
Marco Rodrigues
Department of Mathematics
Group 3
Rämistrasse 101
8092 Zurich
Switzerland
Google scholar, ResearchGate, ORCiD
D. Possamaï, M. Rodrigues, A. Saplaouras (2025): Mind the jumps: when 2BSDEs meet semi-martingales. arXiv:2507.01767.
M. Rodrigues (2025): Robust hedging of American options via aggregated Snell envelopes. arXiv:2506.14553.
B. Acciaio, D. Kršek, G. Pammer, M. Rodrigues (2025): Absolutely continuous curves of stochastic processes. arXiv:2506.13634.
D. Possamaï, M. Rodrigues (2024): Reflections on BSDEs. Electronic Journal of Probability, vol. 29, no. 66, pp. 1-82.