CV

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Publications

Linear-Quadratic McKean-Vlasov Stochastic Differential Games

Integral operator Riccati equations arising in stochastic Volterra control problems

Linear–Quadratic control for a class of stochastic Volterra equations: solvability and approximation

Markowitz portfolio selection for multivariate affine and quadratic Volterra models

Linear-quadratic stochastic delayed control and deep learning resolution

Talks

Linear-quadratic McKean-Vlasov games with random coefficients and applications

January 14, 2019

Talk at University of Bologna, Italy

Linear-quadratic McKean-Vlasov games with random coefficients

April 01, 2019

Talk at University of Edinburgh, UK

Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation

December 04, 2019

Talk at EDF Lab, Palaiseau, Paris, France

Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation

January 15, 2020

Talk at Metabief, France,

Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation

January 31, 2020

Talk at University of Parthenope, Naples, Italy

Markowitz portfolio selection for multivariate affine and quadratic Volterra models

September 03, 2020

Talk at University of Vienna,

Markowitz portfolio selection for multivariate affine and quadratic Volterra models

January 30, 2021

Talk at University of Verona, Online event, Italy

Teaching

Tutorat maths - École polytechnique (2017/2018)

Probability L3 (2019/2020)

Linear Algebra & Analysis L1 (2019/2020)