18 citations · 63 across the 38 of their papers we have counts for
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math.PR2023
On the population size in stochastic differential games
Dylan Possamaï, Ludovic Tangpi
Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mi…
math.PR2023
Propagation of chaos for mean field Schrödinger problems
Camilo Hernández, Ludovic Tangpi
In this work, we study the mean field Schrödinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diff…
math.PR2023
Quantitative convergence for displacement monotone mean field games with controlled volatility
Joe Jackson, Ludovic Tangpi
We study the convergence problem for mean field games with common noise and controlled volatility. We adopt the strategy recently put forth by Laurière and the second author, using…