Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Optimal curves and applications with values in Wasserstein space.
Analyse dans les espaces métriques, Analysis in metric spaces, Calcul des variations, Calculus of variations, Elliptic regularity, Optimal transport, Régularité elliptique, Transport optimal
Optimal position targeting via decoupling fields.
Calculus of variations, Decoupling field, Forward backward stochastic differential equation, Optimal stochastic control
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach.
Calculus of variations, Discrete time McKean-Vlasov equation, Dynamic programming
Discrete time McKean-Vlasov control problem: a dynamic programming approach.
Calculus of variations, Discrete time McKean-Vlasov equation, Dynamic programming