Xiaolu Tan

Statistics

Publications

Citations

713

H-Index

Active since

2013

Affiliations

Centre de Recherche en Mathématiques de la Décision(Current)

École Polytechnique

Université Paris Dauphine-PSL

Centre de Mathématiques Appliquées de l'École polytechnique

Université Paris Sciences et Lettres

Xiaolu Tan is an author at Centre de Recherche en Mathématiques de la Décision specializing in engineering, probability theory, and stochastic calculus.

ORCID

Top concepts

EngineeringProbabilityStochastic CalculusFunctional AnalysisStochastic AnalysisSystems EngineeringStochastic ProcessesStochastic OptimizationMathematical ProgrammingProcess Control

Publications per year

2013–2023

Publications

Optimal transportation under controlled stochastic dynamics

Xiaolu Tan, Nizar Touzi · The Annals of Probability · 2013 · 117 citations · Full text

McKean–Vlasov optimal control: The dynamic programming principle

Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan · The Annals of Probability · 2022 · 64 citations · Full text

State Dynamics, Engineering, Common Noise +9

Stochastic control for a class of nonlinear kernels and applications

Dylan Possamaï, Xiaolu Tan, Chao Zhou · arXiv (Cornell University) · 2015 · 61 citations · Full text

Mathematical Programming, Engineering, Nonlinear Kernels +17

McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations

Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan · Mathematics of Operations Research · 2022 · 43 citations · Full text

Engineering, Common Noise, Stochastic Processes +13

Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks

Sigrid Källblad, Xiaolu Tan, Nizar Touzi · The Annals of Applied Probability · 2017 · 39 citations

Engineering, Optimal Transport, Stochastic Optimization +11

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