Nicolas Lanzetti

postdoctoral researcher

Computing and Mathematical Sciences
Caltech
Annenberg 203, Caltech
Pasadena, CA, USA

I am a postdoctoral researcher in the department of Computing and Mathematical Sciences at Caltech, hosted by Prof. Adam Wierman, Prof. Eric Mazumdar, and Prof. Steven Low.

Previously, I was a PhD Student at the Automatic Control Laboratory at ETH Zürich under the supervision of Prof. Florian Dörfler (main advisor) and Prof. Alessio Figalli (second advisor). I was part of NCCR Automation. I received my BSc. and MSc. from ETH Zürich in 2016 and 2019, respectively. During my studies, I visited the Massachusetts Institute of Technology and wrote my Master's thesis at Stanford University, in Prof. Marco Pavone's Autonomous Systems Lab. In summer 2024, I was an intern in quantitative research at Citadel GQS.

My current research interests include decision-making under uncertainty, game theory, and optimal transport, with applications in autonomy, energy, and biology.

selected publications

strategically robust game theory

preprint

optimization in the Wasserstein space

SIMODS, NeurIPS, preprint

separation principle for multi-agent control

SICON

distributional uncertainty propagation

TAC

latest news

February 2026	In our new preprint, we use strategic risk aversion/robustness to train AI agents in collaborative multi-agent settings.
February 2026	I received the SAND Award at the Information Theory and Applications Workshop.
January 2026	Our paper the identification of gradient-flow SDEs was accepted at AISTATS 2026.
January 2026	Our paper on hedging against black swans in day-ahead energy markets using distributionally robust optimization was accepted at PSCC 2026.
October 2025	I was selected as one of the NeurIPS top reviewers!
October 2025	New preprint on hedging against black swans in day-ahead energy markets, using distributionally robust optimization.
October 2025	I have started my postdoc at Caltech!
August 2025	I successfully defended my PhD!
July 2025	New preprint on strategically robust game theory. In multi-agent decision-making settings, how can agents be robust to one another's strategies?
February 2025	Our paper Distributional Uncertainty Propagation via Optimal Transport has been accepted for publication in the IEEE Transactions on Automatic Control.