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Dive into the research topics where Ludovic Tangpi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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CAREER: A new form of propagation of chaos and its applications to large population games and risk management
Tangpi, L. (PI)
NSF - National Science Foundation
7/1/22 → 6/30/27
Project: Research project
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Stochastic Control for Financial Engineering: Methods and Numerics
Tangpi, L. (PI)
NSF - National Science Foundation
6/1/23 → 5/31/24
Project: Research project
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Probabilistic approach to rough PDEs: Applications to finance and control
Tangpi, L. (PI)
NSF - National Science Foundation
7/1/20 → 6/30/24
Project: Research project
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Laplace principle for large population games with control interaction
Luo, P. & Tangpi, L., May 2024, In: Stochastic Processes and their Applications. 171, 104314.Research output: Contribution to journal › Article › peer-review
Open Access -
Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics
Chu, J. & Tangpi, L., 2024, In: SIAM Journal on Financial Mathematics. 15, 2, p. 503-536 34 p.Research output: Contribution to journal › Article › peer-review
Open Access -
On the Population Size in Stochastic Differential Games
Possamaï, D. & Tangpi, L., Apr 1 2024, In: Notices of the American Mathematical Society. 71, 4, p. 454-462 9 p.Research output: Contribution to journal › Comment/debate › peer-review
Open Access -
Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
Tangpi, L. & Wang, S., 2024, (Accepted/In press) In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › peer-review
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Optimal investment in a large population of competitive and heterogeneous agents
Tangpi, L. & Zhou, X., Apr 2024, In: Finance and Stochastics. 28, 2, p. 497-551 55 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations