Stochastic control

Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation (with E. Abi Jaber, E. Miller)

Annals of Applied Probability, 2021, Vol 31(5), pp 2244-2274


Integral operator Riccati equations arising in stochastic Volterra control problems (with E. Abi Jaber, E. Miller)

SIAM Journal on Control and Optimization, 2021, Vol. 59, No. 2, pp. 1581-1603.


Mean-field Markov decision process with common noise and open-loop controls (with M. Motte)

Annals of Applied Probability, 2022, Vol 32(2), pp 1421-1458 

Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension (with A. Cosso, F. Gozzi, I. Kharroubi, M. Rosestolato)

Annals of Applied Probability,  2023, Vol 33(4), 2863-2918

Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions  (with A. Cosso, F. Gozzi, I. Kharroubi, M. Rosestolato)

Transactions of the American Mathematical Society, oct. 6, 2023,  DOI: https://doi.org/10.1090/tran/8986,D


Itô’s formula for flow of measures on semimartingales (with X. Guo, X. Wei)

Stochastic Processes and their Applications, 2023, Vol. 159, pp 350-390

Rate of convergence for particles approximation of PDEs in Wasserstein space (with M. Germain, X. Warin)

Journal of Applied Probability, 2022, vol 59(4), 992-1008

Quantitative propagation of chaos for mean field Markov decision process with common noise (with M. Motte)

Electronic Journal of Probability, 2023, Vol 28, 1-24.

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (with M. Germain, X. Warin)

Numerical Algebra, Control and Optimization, special volume in honor of Jin Ma, 2023, vol 13(3&4): 555-582