Ludovic Tangpi

Orcid: 0000-0003-3830-1418

According to our database1, Ludovic Tangpi authored at least 11 papers between 2017 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2017
2018
2019
2020
2021
2022
2023
2024
2025
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1
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Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2025
Propagation of Chaos for Mean Field Schrödinger Problems.
SIAM J. Control. Optim., 2025

2024
Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics.
SIAM J. Financial Math., 2024

Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility.
Math. Oper. Res., 2024

A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents.
CoRR, 2024

2023
Maximum Principle for Stochastic Control of SDEs with Measurable Drifts.
J. Optim. Theory Appl., June, 2023

Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures.
Math. Oper. Res., 2023

2022
Stochastic Control of Optimized Certainty Equivalents.
SIAM J. Financial Math., September, 2022

Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls.
SIAM J. Math. Anal., 2022

2020
Theoretical and empirical analysis of trading activity.
Math. Program., 2020

2019
Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts.
SIAM J. Math. Anal., 2019

2017
Duality Formulas for Robust Pricing and Hedging in Discrete Time.
SIAM J. Financial Math., 2017


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