default search action
Dylan Possamaï
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j16]Nicolás Hernández-Santibánez, Alejandro Jofré, Dylan Possamaï:
Pollution Regulation for Electricity Generators in a Transmission Network. SIAM J. Control. Optim. 61(2): 788-819 (2023) - [j15]Bastien Baldacci, Philippe Bergault, Dylan Possamaï:
A Mean-Field Game of Market-Making against Strategic Traders. SIAM J. Financial Math. 14(4): 1080-1112 (2023) - 2022
- [j14]René Aïd, Dylan Possamaï, Nizar Touzi:
Optimal Electricity Demand Response Contracting with Responsiveness Incentives. Math. Oper. Res. 47(3): 2112-2137 (2022) - [j13]Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan:
McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations. Math. Oper. Res. 47(4): 2891-2930 (2022) - 2021
- [j12]Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum:
Optimal Make-Take Fees in a Multi Market-Maker Environment. SIAM J. Financial Math. 12(1): 446-486 (2021) - 2020
- [j11]Nicolás Hernández-Santibánez, Dylan Possamaï, Chao Zhou:
Bank Monitoring Incentives Under Moral Hazard and Adverse Selection. J. Optim. Theory Appl. 184(3): 988-1035 (2020) - [j10]Clémence Alasseur, Ivar Ekeland, Romuald Elie, Nicolás Hernández-Santibánez, Dylan Possamaï:
An Adverse Selection Approach to Power Pricing. SIAM J. Control. Optim. 58(2): 686-713 (2020)
2010 – 2019
- 2019
- [j9]Romuald Elie, Thibaut Mastrolia, Dylan Possamaï:
A Tale of a Principal and Many, Many Agents. Math. Oper. Res. 44(2): 440-467 (2019) - [j8]Romuald Elie, Dylan Possamaï:
Contracting Theory with Competitive Interacting Agents. SIAM J. Control. Optim. 57(2): 1157-1188 (2019) - 2018
- [j7]Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi:
Dynamic programming approach to principal-agent problems. Finance Stochastics 22(1): 1-37 (2018) - [j6]Thibaut Mastrolia, Dylan Possamaï:
Moral Hazard Under Ambiguity. J. Optim. Theory Appl. 179(2): 452-500 (2018) - [j5]Romuald Elie, Ludovic Moreau, Dylan Possamaï:
On a Class of Path-Dependent Singular Stochastic Control Problems. SIAM J. Control. Optim. 56(5): 3260-3295 (2018) - 2017
- [j4]Dylan Possamaï, Guillaume Royer:
General indifference pricing with small transaction costs. Asymptot. Anal. 102(3-4): 177-226 (2017) - [j3]Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi:
Moral Hazard in Dynamic Risk Management. Manag. Sci. 63(10): 3328-3346 (2017) - 2014
- [j2]Henri Pagès, Dylan Possamaï:
A mathematical treatment of bank monitoring incentives. Finance Stochastics 18(1): 39-73 (2014) - 2012
- [j1]Dylan Possamaï, H. Mete Soner, Nizar Touzi:
Large liquidity expansion of super-hedging costs. Asymptot. Anal. 79(1-2): 45-64 (2012)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 22:24 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint