Projects per year
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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.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
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Projects
- 3 Active
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Stochastic Control for Financial Engineering: Methods and Numerics
NSF - National Science Foundation
6/1/23 → 5/31/24
Project: Research project
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CAREER: A new form of propagation of chaos and its applications to large population games and risk management
NSF - National Science Foundation
7/1/22 → 6/30/27
Project: Research project
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Probabilistic approach to rough PDEs: Applications to finance and control
NSF - National Science Foundation
7/1/20 → 6/30/24
Project: Research project
Research output
- 24 Article
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Maximum Principle for Stochastic Control of SDEs with Measurable Drifts
Menoukeu-Pamen, O. & Tangpi, L., Jun 2023, In: Journal of Optimization Theory and Applications. 197, 3, p. 1195-1228 34 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Backward propagation of chaos
Laurière, M. & Tangpi, L., 2022, In: Electronic Journal of Probability. 27, 69.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
CONVERGENCE OF LARGE POPULATION GAMES TO MEAN FIELD GAMES WITH INTERACTION THROUGH THE CONTROLS
Laurière, M. & Tangpi, L., 2022, In: SIAM Journal on Mathematical Analysis. 54, 3, p. 3535-3574 40 p.Research output: Contribution to journal › Article › peer-review
10 Scopus citations -
Stochastic Control of Optimized Certainty Equivalents
Veraguas, J. B., Reppen, A. M. & Tangpi, L., 2022, In: SIAM Journal on Financial Mathematics. 13, 3, p. 745-772 28 p.Research output: Contribution to journal › Article › peer-review
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Strong solutions of forward–backward stochastic differential equations with measurable coefficients
Luo, P., Menoukeu-Pamen, O. & Tangpi, L., Feb 2022, In: Stochastic Processes and their Applications. 144, p. 1-22 22 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations