Marco Tarsia

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
(available as arXiv preprint)
N/APaper
Multi-objective optimization and its connection to multivariate risk measures
Journal of Optimization Theory and Applications
2026-04-23Paper
Stochastic orderings for set-valued risk measures
Insurance Mathematics & Economics
2026-01-13Paper
Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems
Journal of Mathematical Analysis and Applications
2023-08-07Paper
On the mathematical axiomatization of approximate Bayesian computation. A robust set for estimating mechanistic network models through optimal transport2021-05-05Paper


Research outcomes over time


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