collaborators

8 papers

econ.TH2026

Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs

Jodi Dianetti, Giorgio Ferrari, Yunzhi Hu +1

Using a mean-field game framework, we study a dynamic model of bank runs in which more withdrawals raise the risk of bank failure. Even though depositors receive gradual and idiosy…

math.OC2026

Existence and uniqueness results for a mean-field game of optimal investment

Alessandro Calvia, Salvatore Federico, Giorgio Ferrari +1

We establish the existence and uniqueness of the equilibrium for a stochastic mean-field game of optimal investment. The analysis covers both finite and infinite time horizons, and…

math.OC2026

Exploratory Optimal Stopping: A Singular Control Formulation

Jodi Dianetti, Giorgio Ferrari, Renyuan Xu

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomiz…

math.OC2026

Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces

Salvatore Federico, Giorgio Ferrari, Frank Riedel +1

We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial mod…

cond-mat.mes-hall2025

Constructing a Nanopipette-based DNA Electro-Mechanical Device

Cengiz J. Khan, Oliver J. Irving, Rand A. Al-Waqfi +2

Solid-state nanopore and nanopipette sensors are powerful devices for the detection, quantification and structural analysis of biopolymers such as DNA and proteins, especially in c…

math.OC2025

Entropy Regularization in Mean-Field Games of Optimal Stopping

Jodi Dianetti, Roxana Dumitrescu, Giorgio Ferrari +1

We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping t…