The research in Applied Mathematics I am conducting with my co–authors is a continuous path oscillating between Contract Theory, Nash Equilibria and Mean Field–Games, using recently introduced and state of the art tools in stochastic control. We study applications to Energy, Epidemiology and Finance.
et al., 2021, Mean-field moral hazard for optimal energy demand response management, Mathematical Finance, Vol:31, ISSN:0960-1627, Pages:399-473
Elie R, Hubert E, Turinici G, 2020, Contact rate epidemic control of COVID-19: an equilibrium view, Mathematical Modelling of Natural Phenomena, Vol:15, ISSN:0973-5348, Pages:1-35
Hubert E, Turinici G, 2018, Nash-MFG equilibrium in a SIR model with time dependent newborn vaccination, Ricerche Di Matematica, Vol:67, ISSN:0035-5038, Pages:227-246