Xiaolu Tan

 

Research interest:


  • Stochastic Optimal Control, BSDEs

  • Martingale Optimal Transport

  • Numerical methods for nonlinear PDEs and control problems

  • Applications of branching processes

  • Mathematical finance, and insurance, etc.

Assistant Professor

  1. University of Paris-Dauphine, PSL
    CEREMADE - UMR7534
    Place du Maréchal De Lattre De Tassigny
    75775 Paris Cedex 16, France

  2. E-Mail:  tan@ceremade.dauphine.fr