| Publication | Date of Publication | Type |
|---|
| Numerical approximation of Dynkin games with asymmetric information | 2025-01-14 | Paper |
| Irreversible reinsurance: minimization of capital injections in presence of a fixed cost | 2024-12-27 | Paper |
| Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs | 2024-07-04 | Paper |
| Stationary Discounted and Ergodic Mean Field Games with Singular Controls | 2024-03-01 | Paper |
| Numerical approximation of Dynkin games with asymmetric information | 2023-12-04 | Paper |
| Two-Sided Singular Control of an Inventory with Unknown Demand Trend | 2023-10-26 | Paper |
| Optimal dividend payout under stochastic discounting | 2023-09-28 | Paper |
| Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version) | 2023-07-22 | Paper |
| Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls | 2023-07-12 | Paper |
| Optimal execution with multiplicative price impact and incomplete information on the return | 2023-07-06 | Paper |
| Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations | 2022-12-13 | Paper |
| Optimal dividends under Markov-modulated bankruptcy level | 2022-09-14 | Paper |
| Nonlinear filtering of partially observed systems arising in singular stochastic optimal control | 2022-04-22 | Paper |
| Optimal switch from a fossil-fueled to an electric vehicle | 2022-01-06 | Paper |
| A Knightian irreversible investment problem | 2021-11-17 | Paper |
| Singular control of the drift of a Brownian system | 2021-11-02 | Paper |
| An optimal extraction problem with price impact | 2021-07-15 | Paper |
| On a class of infinite-dimensional singular stochastic control problems | 2021-05-28 | Paper |
| Numerical approximation of the value of a stochastic differential game with asymmetric information | 2021-04-09 | Paper |
| Taming the spread of an epidemic by lockdown policies | 2021-03-11 | Paper |
| On the singular control of exchange rates | 2021-01-06 | Paper |
| Optimal reduction of public debt under partial observation of the economic growth | 2020-11-11 | Paper |
| Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty | 2020-11-08 | Paper |
| A Singular Stochastic Control Problem with Interconnected Dynamics | 2020-10-29 | Paper |
| Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria | 2020-05-26 | Paper |
| Optimal control of debt-to-GDP ratio in an \(N\)-state regime switching economy | 2020-03-20 | Paper |
| A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs | 2020-03-12 | Paper |
| On an optimal extraction problem with regime switching | 2020-02-05 | Paper |
| Stochastic nonzero-sum games: a new connection between singular control and optimal stopping | 2020-02-05 | Paper |
| On a strategic model of pollution control | 2019-10-15 | Paper |
| An optimal dividend problem with capital injections over a finite horizon | 2019-08-30 | Paper |
| On a class of singular stochastic control problems for reflected diffusions | 2019-05-08 | Paper |
| On the Optimal Management of Public Debt: a Singular Stochastic Control Problem | 2018-07-19 | Paper |
| Nash equilibria of threshold type for two-player nonzero-sum games of stopping | 2018-05-25 | Paper |
| Optimal entry to an irreversible investment plan with non convex costs | 2017-12-29 | Paper |
| Optimal Boundary Surface for Irreversible Investment with Stochastic Costs | 2017-12-07 | Paper |
| A note on a new existence result for reflected BSDEs with interconnected obstacles | 2017-10-06 | Paper |
| Continuous-time public good contribution under uncertainty: a stochastic control approach | 2017-08-10 | Paper |
| Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs | 2016-10-06 | Paper |
| Irreversible investment under Lévy uncertainty: an equation for the optimal boundary | 2016-05-17 | Paper |
| A nonconvex singular stochastic control problem and its related optimal stopping boundaries | 2015-06-10 | Paper |
| On an integral equation for the free-boundary of stochastic, irreversible investment problems | 2015-02-26 | Paper |
| A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis | 2014-10-06 | Paper |
| Identifying the free boundary of a stochastic, irreversible investment problem via the Bank-El Karoui representation theorem | 2014-07-30 | Paper |
| Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources | 2014-01-27 | Paper |
| Speedy motions of a body immersed in an infinitely extended medium | 2011-11-02 | Paper |
| Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost | N/A | Paper |
| Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities | N/A | Paper |
