Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment. - Giuseppe Benedetti; Luciano Campi (SIAM J. Control. Optim., 2012)

On the existence of shadow prices. - Giuseppe Benedetti; Luciano Campi; Jan Kallsen; Johannes Muhle-Karbe (Finance Stochastics, 2013)

Application of Deep Reinforcement Learning for Traffic Control of Road Intersection with Emergency Vehicles. - Giuseppe Benedetti; Maria Pia Fanti; Agostino Marcello Mangini; Fabio Parisi (SMC, 2021)