Marco Tarsia

PhD in Mathematics

@ marcotarsia90@gmail.com

Curriculum Vitae

Research

1. Mastrogiacomo, E., & Tarsia, M. Equilibrium strategies for constrained time-inconsistent control problems. Decisions in Economics and Finance, Special Issue on Multiple Criteria Decision Making in Economics and Finance (to appear)
2. Mastrogiacomo, E., Rocca, M., & Tarsia, M. (2026). Multi-Objective Optimization and its Connection to Multivariate Risk Measures. Journal of Optimization Theory and Applications, 209, 30 [DOI]
3. Mastrogiacomo, E., & Tarsia, M. (2026). Stochastic orderings for set-valued risk measures. Insurance: Mathematics and Economics, 126, 103180 [DOI]
4. Hitaj, A., Mastrogiacomo, E., Rocca, M., & Tarsia, M. (2025). Robust multivariate quantiles in ranking problems. Group Decision and Negotiation, 1–44 [DOI]
5. 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]
6. 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)
7. Tarsia, M., Mira, A., & Cassani, D. (2021). On the mathematical axiomatization of approximate Bayesian computation [arXiv]
8. Cascos, I., & Tarsia, M. Integrated expectile-based measures of inequality. In advanced preparation

Notes

Teaching

• Advanced mathematical methods for economic decisions (en) | Typed notes (DiECO, Insubria)
• Struttura a termine dei tassi d'interesse: esercizi con svolgimento (it) | Typed notes (DiECO, Insubria)
• Probabilità e statistica (it) | Handwritten notes (DiSAT, Insubria)
• Analisi matematica A (it) | Handwritten notes (DiSTA, Insubria)
• Analisi in più variabili 2 (it) | Handwritten notes (DiSAT, Insubria)
• Analisi matematica 2: richiami di teoria ed esercizi con svolgimento (it) | Typed notes (DiSAT, Insubria)

PhD

• Subgame-perfect equilibrium strategies in constrained recursive stochastic control problems (en) | PhD thesis
• A regularity structure for rough volatility (en) | Typed notes (PhD exam)
• On the mathematical foundations of approximate Bayesian computation (en) | Typed notes (PhD exam)
• A mathematical panorama of one-layer architectures learning algorithms (en) | Typed notes (PhD exam)
• Generalized solutions in differential equations: theory and applications (en) | Typed notes (PhD exam)

MSc

• Misure convesse di rischio e dinamiche delle loro funzioni di penalità – Teoria assiomatica ed applicazioni (it) | Master’s thesis
• Modelli finanziari di programmazione quadratica per l’ottimizzazione di portafoglio (it) | Typed notes (lectures by G. Bigi)
• Progetto di Statistica II – Analisi e previsione di serie storiche economico-sociali (it) | Typed notes (lectures by M. Romito)
• Note sintetiche di teoria ergodica (it) | Typed notes (lectures by S. Galatolo)
• Equazioni differenziali rough (it) | Handwritten notes (lectures by M. Romito)
• Teoria dei controlli stocastici (it) | Handwritten notes (lectures by P. Acquistapace)
• Equazioni differenziali stocastiche retrograde (it) | Handwritten notes (lectures by F. Flandoli)
• Integrazione stocastica secondo Itô e teorema di Girsanov (it) | Handwritten notes (lectures by M. Pratelli)
• Statistica matematica (it) | Handwritten notes (lectures by R. Giuliano)
• Metodi topologici in analisi globale (it) | Handwritten notes (lectures by A. Marino)
• Analisi funzionale (it) | Handwritten notes (lectures by M. Novaga)
• Elementi di calcolo delle variazioni (it) | Handwritten notes (lectures by M. Gobbino)

BSc

• Teorema di immersione di Skorohod e applicazioni (it) | Bachelor’s thesis
• Processi stocastici (it) | Typed, annotated notes (lectures by G. Letta)
• Fisica 3 (it) | Handwritten notes (lectures by M. S. Sozzi)
• Fisica 2 (it) | Handwritten notes (lectures by A. Strumia)
• Sistemi dinamici (it) | Handwritten notes (lectures by A. Milani Comparetti)
• Analisi in più variabili 3 (it) | Handwritten notes (lectures by G. Alberti)
• Analisi complessa (it) | Handwritten notes (lectures by F. Acquistapace)
• Topologia generale (it) | Handwritten notes (lectures by F. Broglia)

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