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).
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications.
Backward stochastic differential equation, Dynamic programming, Linear quadratic op-timal control, Random coefficients, Riccati equation, Stochastic McKean-Vlasov SDEs
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications *.
Backward stochastic differential equation, Dynamic programming, Linear quadratic op-timal control, Random coefficients, Riccati equation, Stochastic McKean-Vlasov SDEs