Jodi Dianetti
- Stationary Discounted and Ergodic Mean Field Games of Singular Control
2021/05/15 by Haoyang Cao, Jodi Dianetti, Cao, Haoyang +3 · 3 citations
Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Economic Growth and Productivity #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
- Exploratory Optimal Stopping: A Singular Control Formulation
2024/08/18 by Jodi Dianetti, Giorgio Ferrari, Dianetti, Jodi +3 · 5 citations
Computer Science · Engineering · #35F21 #49-XX #68T05 #93E35 #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Optimization and Search Problems
- Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs
2026/07/24 by Jodi Dianetti, Giorgio Ferrari, Yunzhi Hu +1
#econ.TH #q-fin.GN #q-fin.MF