Marco Tarsia

Postdoctoral Researcher in Mathematics

Department of Economics
University of Insubria
Varese, Italy

@ marco.tarsia@uninsubria.it

Curriculum Vitae

Research

  1. Mastrogiacomo, E., & Tarsia, M. (2026). Stochastic orderings for set-valued risk measures. Insurance: Mathematics and Economics, 126, 103180 [DOI]
  2. Hitaj, A., Mastrogiacomo, E., Rocca, M., & Tarsia, M. (2025). Robust multivariate quantiles in ranking problems. Group Decision and Negotiation, 1–44 [DOI]
  3. Mastrogiacomo, E., & Tarsia, M. (2023). Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems. Journal of Mathematical Analysis and Applications, 527(2), 127425 [DOI]
  4. Mastrogiacomo, E., Rocca, M., & Tarsia, M. Multi-objective optimization and its connection to multivariate risk measures. Journal of Optimization Theory and Applications (to appear)
  5. Tarsia, M., Mira, A., & Cassani, D. (2021). On the mathematical axiomatization of approximate Bayesian computation. A robust set for estimating mechanistic network models through optimal transport. Journal of Mathematical Analysis and Applications, 527(2), 127425 [arXiv]
  6. Mastrogiacomo, E., & Tarsia, M. Equilibrium strategies for constrained time-inconsistent control problems. Submitted to Decisions in Economics and Finance (Special Issue on Multiple Criteria Decision Making in Economics and Finance)
  7. Hitaj, A., Mastrogiacomo, E., Rocca, M., & Tarsia, M. Multiobjective stochastic problems and their connections with set-valued risk measures. Submitted to Mathematical Methods of Operations Research (Special Issue on Set Optimization: Theory, Methods, and Applications)
  8. Cascos, I., & Tarsia, M. Integrated expectile-based measures of inequality. In advanced preparation

Notes

Teaching

PhD

MSc

BSc

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