From the news I read, I think the concert was @ Palazzo reale, and it was private, he was asked to perform and there were also dj sets by skin and sophie ellis...
I have posted a thread about this, but now I think it's in the wrong section..
Anyway, this is the only video I could find... mika is in the last 25 seconds more or less!
http://www.style.it//Video/lifestyle/lifestyle/swarovski_fashionation_milano_HD/player.aspx