I am currently an assistant professor (maître de conférences) at Université Paris-Cité, where I am part of the mathematical finance team of the Laboratoire de Probabilités, Statistiques et Modélisation. Prior to this, I was a postdoctoral researcher at ETH Zürich. I hold a PhD in Applied Mathematics from Institut Polytechnique de Paris, prepared at École polytechnique under the supervision of Nizar Touzi and Jianfeng Zhang. You can find more information on my CV.

My research interests include stochastic control, mean field games, contract theory, numerical probability...

You can contact me here: talbi@lpsmDOTparis

Mehdi Talbi


    Recent papers
  • D. Possamaï and M. Talbi, Mean field games of optimal stopping: master equation and weak equilibria. pdf
  • M. Talbi, A finite-dimensional approximation for partial differential equations on Wasserstein space. pdf
    Accepted papers
  • M. Talbi, N. Touzi and J. Zhang, From finite population optimal stopping to mean field optimal stopping. Annals of Applied Probability, to appear. pdf
  • M. Talbi, N. Touzi and J. Zhang, Viscosity solutions for obstacle problems on Wasserstein space. SIAM Journal on Control and Optimization, 61(3):1712-1736, 2023. pdf
  • M. Talbi, N. Touzi and J. Zhang, Dynamic programming equation for the mean field optimal stopping problem. SIAM Journal on Control and Optimization, 61(4):2140-2164, 2023. pdf