Ludovic Tangpi

Available identifiers

zbMath Open tangpi.ludovicMaRDI QIDQ297462

List of research outcomes

Publication	Date of Publication	Type
Optimal investment in a large population of competitive and heterogeneous agents	2024-04-02	Paper
Laplace principle for large population games with control interaction	2024-03-27	Paper
Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures	2024-03-01	Paper
Maximum principle for stochastic control of SDEs with measurable drifts	2023-07-07	Paper
Propagation of chaos for mean field Schr\"odinger problems	2023-04-18	Paper
Quantitative convergence for displacement monotone mean field games with controlled volatility	2023-04-10	Paper
Stochastic Control of Optimized Certainty Equivalents	2022-08-22	Paper
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls	2022-06-23	Paper
Backward propagation of chaos	2022-06-13	Paper
A probabilistic approach to vanishing viscosity for PDEs on the Wasserstein space	2022-06-03	Paper
Strong solutions of forward-backward stochastic differential equations with measurable coefficients	2022-01-17	Paper
Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics	2021-11-23	Paper
Representation of increasing convex functionals with countably additive measures	2021-09-20	Paper
Quadratic transportation inequalities for SDEs with measurable drift	2021-06-10	Paper
Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs	2021-05-02	Paper
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control	2021-03-18	Paper
Efficient hedging under ambiguity in continuous time	2021-01-28	Paper
Functional inequalities for forward and backward diffusions	2020-09-29	Paper
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration	2020-06-18	Paper
Theoretical and empirical analysis of trading activity	2020-06-15	Paper
Computational aspects of robust optimized certainty equivalents and option pricing	2020-05-14	Paper
Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts	2019-10-23	Paper
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients	2019-10-22	Paper
Duality for pathwise superhedging in continuous time	2019-06-27	Paper
Concentration of dynamic risk measures in a Brownian filtration	2019-06-27	Paper
Multidimensional Markovian FBSDEs with super-quadratic growth	2019-03-06	Paper
BSDEs driven by $|z|^2/y$ and applications to PDEs and decision theory	2018-10-12	Paper
Duality Formulas for Robust Pricing and Hedging in Discrete Time	2018-03-12	Paper
Solvability of coupled FBSDEs with diagonally quadratic generators	2017-09-29	Paper
Minimal supersolutions of convex BSDEs under constraints	2017-01-12	Paper
Duality for increasing convex functionals with countably many marginal constraints	2016-12-21	Paper
PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY	2016-08-26	Paper
Dual representation of minimal supersolutions of convex BSDEs	2016-06-27	Paper
Duality for increasing convex functionals with countably many marginal constraints	2015-09-29	Paper
BSDEs on finite and infinite horizon with time-delayed generators	2015-09-07	Paper

Research outcomes over time

Doctoral students

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