Research
Doctorate
My doctoral dissertation is On the Foundations of Dynamic Games and Probability: Decision Making in Stochastic Extensive Form, Technische Universität Berlin, 2025. See here to take a look at it, including a preface for non-experts and experts alike. Click here to read the slides for the 30-minute talk at my doctoral defence, which provides an overview of the dissertation.
Research interests
- Stochastic analysis and control
- Game and decision theory
- Financial mathematics
- Environmental economics
Work in progress
- Continuous-time portfolio optimisation
- Action-inertia stochastic extensive forms
- Markovian timing games
- On climate policy choice when investing green is a real option game
Preprints
- Rapsch, E. Emanuel, Decision making in stochastic extensive form II: Stochastic extensive forms and games, Preprint, November 2024. DOI: 10.48550/arXiv.2411.17587. Available on arXiv / SSRN.
- Rapsch, E. Emanuel, Decision making in stochastic extensive form I: Stochastic decision forests, Preprint, Version 2, November 2024. DOI: 10.48550/arXiv.2404.12332. Available on arXiv / SSRN. Version 1 was made available in April 2024.
Theses and reports written during my Bachelor and Master studies
- Rapsch, E. Emanuel, A method for solving high-dimensional « mean field » games of optimal stopping, internship report, CREST-ENSAE ParisTech, 2019.
- Rapsch, E. Emanuel, Quelques aspects du théorème G.A.G.A. d’un point de vue L², mémoire de M2 (second year Master thesis), E.N.S. de Lyon, 2017.
- Rapsch, E. Emanuel, Décomposition de Hodge et Uniformisation, mémoire de M1 (first year Master thesis), E.N.S. de Lyon, 2016.
- Rapsch, E. Emanuel, Eine Verallgemeinerung der Eguchi-Hanson-Metrik, Bachelor thesis, Universität Freiburg, 2015.