Tiziano De Angelis

Associate Professor

Università degli Studi di Torino

Italy

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About

Tiziano De Angelis is an Associate Professor at Università degli Studi di Torino, Italy. His research focuses on game theory, specifically zero-sum games, singular control, and optimal stopping problems. In addition, he explores the intersection of finance and environmental impact through climate impact investing.

Articles (16)

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2025

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2025

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2025

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2025

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2024

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2022

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2021

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2021

Collaborators (6)

Alessandro Milazzo

Assistant Professor (RTD-A)

University of Turin

ITALY

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Fausto Gozzi

ITALY

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Jan Palczewski

Associate Professor

University of Leeds

UNITED KINGDOM

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KATIA COLANERI

Associate Professor

University of Rome Tor Vergata

ITALY

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Kristoffer Glover

University of Sydney

AUSTRALIA

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Elena Issoglio

RTD-B (tenured lecturer)

Università degli Studi di Torino Dipartimento di Matematica Giuseppe Peano

ITALY

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Tiziano De Angelis

Research Interests

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About

Articles (16)

Nash Equilibria for Dividend Distribution with Competition

On the saddle point of a zero-sum stopper vs. singular-controller game

Stopper vs. Singular Controller Games With Degenerate Diffusions

Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games

Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions

The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem

On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions

A change of variable formula with applications to multi-dimensional optimal stopping problems

Dynamic Programming Principle for Classical and Singular Stochastic Control with Discretionary Stopping

Dynkin Games with Incomplete and Asymmetric Information

The American put with finite‐time maturity and stochastic interest rate

A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading

Climate Impact Investing

Optimal dividend payout under stochastic discounting

Optimal Hedging of a Perpetual American Put with a Single Trade

A Dynkin Game on Assets with Incomplete Information on the Return

Collaborators (6)

Alessandro Milazzo

Fausto Gozzi

Jan Palczewski

KATIA COLANERI

Kristoffer Glover

Elena Issoglio

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