Huy\^en Pham (LPMA)

Identifiers

• name variant Huy\^en Pham (LPMA) 0.60 · backfill

Papers (6)

1. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem math.PR · 2016 · author #4
2. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics math.PR · 2016 · author #3
3. Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems math.PR · 2015 · author #4
4. Discrete time McKean-Vlasov control problem: a dynamic programming approach math.PR · 2015 · author #1
5. Dual and backward SDE representation for optimal control of non-Markovian SDEs math.PR · 2013 · author #2
6. Semi Markov model for market microstructure q-fin.TR · 2013 · author #2

Mentions

• 1310.6943 #2 · backfill · confidence 0.70 Huy\^en Pham (LPMA)
• 1305.0105 #2 · backfill · confidence 0.70 Huy\^en Pham (LPMA)

Frequent Coauthors

• Marco Fuhrman 3 shared papers
• Andrea Cosso 2 shared papers
• Andrea Cosso (LPMA) 1 shared papers
• Elena Bandini 1 shared papers
• Elena Bandini (ENSTA ParisTech UMA) 1 shared papers
• Erhan Bayraktar 1 shared papers
• Pietro Fodra (LPMA) 1 shared papers
• Xiaoli Wei (LPMA) 1 shared papers