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Portfolio item number 2
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publications
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Published in , 2025
Recommended citation: https://arxiv.org/abs/2506.05595
talks
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems with application to the L-Q case
Published:
All the informations are available online. Slides are available here.
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
Published:
Informations about the seminar will be made available soon. Slides are available here.
teaching
Probability Theory L3
Undergraduate course, ENSAE Paris, 2025
Course about all the fundamental notions of probability theory
Financial Mathematics M1
Undergraduate course, ENSAE Paris, 2025
An introductive course in Financial Mathematics
Machine Learning For Finance M2
Undergraduate course, M2MO/ENSAE Paris, 2025
About some theoretical foundations in Machine Learning for Finance
Probability and Statistics M1
Undergraduate course, Ecole Polytechnique, 2025
An introductive course in Probability and Statistics