I am a postdoctoral researcher at the Centre de Mathématiques Appliquées (CMAP), École polytechnique, co-supervised by Mao Fabrice Djete and Huyên Pham within the ANR PEPR project MIRTE.
Previously, I was a postdoctoral researcher at the Laboratoire J.A. Dieudonné, Université Côte d'Azur, working on the ERC project ELISA led by François Delarue.
I obtained a PhD in Mathematical Sciences at the Università degli Studi di Milano, under the supervision of Marco Fuhrman.
My research focuses on stochastic analysis, optimal control and partial differential equations. My main interests concern mean field control, mean field games, stochastic filtering, and their connections with PDEs on spaces of measures.
Address
Office 30-01 (aisle 0, 2nd floor)
Centre de Mathématiques Appliquées (CMAP)
École polytechnique
Route de Saclay, 91128 Palaiseau Cedex
Email mattia.martini@polytechnique.edu
ORCID https://orcid.org/0000-0002-9326-3234
Centre de Mathématiques Appliquées (CMAP), École polytechnique
Part of the project ANR PEPR MIRTE, co-supervised by Mao Fabrice Djete and Huyên Pham
Laboratoire J.A. Dieudonné, Université Côte d'Azur
Part of the project ERC ELISA, directed by François Delarue
Università degli Studi di Milano.
Supervisor: M. Fuhrman
Thesis: Advances in stochastic analysis on spaces of measures: Kolmogorov equations related to stochastic filtering and mean field optimal stopping
Politecnico di Milano
Politecnico di Milano