| Publication | Date of Publication | Type |
|---|
| MFG-based trading model with information costs | 2026-04-22 | Paper |
Multi-agent dynamic financial portfolio management: a differential game approach
Annals of Operations Research | 2026-01-27 | Paper |
The interaction between variable annuity providers and their customers under a dynamic approach
Decisions in Economics and Finance | 2026-01-16 | Paper |
Transboundary pollution control under evolving social norms: a mean-field approach
Decisions in Economics and Finance | 2025-08-25 | Paper |
A dynamic game approach for optimal consumption, investment and life insurance problem
Annals of Operations Research | 2025-04-03 | Paper |
| On a new perspective in longevity risk management: the lifetime shifting | 2025-02-05 | Paper |
Designing amortization plans by fairness
Decisions in Economics and Finance | 2024-12-23 | Paper |
Risk-neutral valuation of GLWB riders in variable annuities
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Sustainable management of tourist flow networks: a mean field model
Journal of Optimization Theory and Applications | 2023-04-17 | Paper |
Dangerous tangents: an application of -convergence to the control of dynamical systems
Decisions in Economics and Finance | 2022-12-08 | Paper |
Optimal control of the mean field equilibrium for a pedestrian tourists' flow model
Networks and Spatial Economics | 2022-09-16 | Paper |
Distributed Dynamic Pricing of Multiscale Transportation Networks
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
Mobility choices and strategic interactions in a two-group macroeconomic-epidemiological model
Dynamic Games and Applications | 2022-04-22 | Paper |
Origin-to-destination network flow with path preferences and velocity controls: a mean field game-like approach
Journal of Dynamics and Games | 2022-01-20 | Paper |
| scientific article; zbMATH DE number 7271747 (Why is no real title available?) | 2020-11-09 | Paper |
scientific article; zbMATH DE number 7271747 (Why is no real title available?)
(available as arXiv preprint) | 2020-11-09 | Paper |
A differential game with exit costs
Dynamic Games and Applications | 2020-06-30 | Paper |
Robust sub-optimality of linear-saturated control via quadratic zero-sum differential games
Journal of Optimization Theory and Applications | 2020-02-26 | Paper |
A hybrid differential game with switching thermostatic-type dynamics and cost
(available as arXiv preprint) | 2019-10-31 | Paper |
Hybrid thermostatic approximations of junctions for some optimal control problems on networks
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
| Optimal motion of a scallop: some case studies | 2019-03-01 | Paper |
| A mean field approach to model flows of agents with path preferences over a network | 2019-03-01 | Paper |
Optimal control of the mean field equilibrium for a pedestrian tourists' flow model
(available as arXiv preprint) | 2018-08-01 | Paper |
| Stability and optimality of multi-scale transportation networks with distributed dynamic tolls | 2018-03-21 | Paper |
Swimming by switching
Meccanica | 2018-02-14 | Paper |
Game theoretic decentralized feedback controls in Markov jump processes
Journal of Optimization Theory and Applications | 2017-07-20 | Paper |
