Prof. Ludovic Tangpi is an Associate Professor at Princeton University's ORFE Department, an associate faculty member at the Bendheim Center for Finance, and at the Program in Applied and Computational Mathematics. His postdoctoral fellowship was in the Department of Mathematics at the University of Vienna and his PhD was completed jointly between Humboldt University Berlin and the University of Konstanz. Ludovic’s research expertise is in stochastic optimal control and game theory as well as applications of these areas in quantitative finance.
Research Interests
Stochastic optimal control and game theory as well as applications of these areas in quantitative finance.