Xiaolu Tan

Statistics

Publications

Citations

749

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

Centre National de la Recherche Scientifique

Xiaolu Tan is an author at Centre de Recherche en Mathématiques de la Décision specializing in stochastic processes, mathematics, and stochastic differential equations.

ORCID

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

Engineering, Finance, Mathematics +17

McKean–Vlasov optimal control: The dynamic programming principle

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

Natural Sciences, Mathematics, Dynamical Systems +15

Stochastic control for a class of nonlinear kernels and applications

Xiaolu Tan, Chao Zhou · arXiv (Cornell University) · 2015 · 62 citations · Full text

Natural Sciences, Finance, Mathematics +17

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

Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan · Mathematics of Operations Research · 2022 · 45 citations · Full text

Natural Sciences, Mathematics, Optimization +14

Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks

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

Natural Sciences, Mathematics, Optimization +12

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