Publications

Preprint

• Tomasz R. Bielecki, Thibaut Mastrolia, Haoze Yan. Continuous-Time Reinforcement Learning for Controlled Hawkes Jump-Diffusions. arXiv:2608.19151, 2026.

• Thibaut Mastrolia, Haoze Yan. Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats. arXiv:2505.08989, 2025. Accepted for SICON.

Presentations

• Workshop `Stochastic control of Hawkes-driven dynamical systems with applications to cyber risk managemen’, Banff International Research Station, Banff, Jul. 2026

• Workshop `Stochastic control and reinforcement learning’, Centre International de Rencontres Mathematiques, Marseille, Jul. 2026

• XIII Bachelier World Congress of the Bachelier Finance Society, University of Bologna, Bologna, Jun. 2026

• Berkeley–Columbia Meeting in Engineering and Statistics, University of California, Berkeley, Oct. 2025.