Dylan Possamaï

According to our database, Dylan Possamaï authored at least 16 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A Mean-Field Game of Market-Making against Strategic Traders.

Bastien Baldacci, Philippe Bergault, Dylan Possamaï

SIAM J. Financial Math., December, 2023

Pollution Regulation for Electricity Generators in a Transmission Network.

Nicolás Hernández-Santibánez, Alejandro Jofré, Dylan Possamaï

SIAM J. Control. Optim., April, 2023

2022

McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations.

Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan

Math. Oper. Res., November, 2022

Optimal Electricity Demand Response Contracting with Responsiveness Incentives.

René Aïd, Dylan Possamaï, Nizar Touzi

Math. Oper. Res., 2022

2021

Optimal Make-Take Fees in a Multi Market-Maker Environment.

Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum

SIAM J. Financial Math., 2021

2020

An Adverse Selection Approach to Power Pricing.

Clémence Alasseur, Ivar Ekeland, Romuald Elie, Nicolás Hernández-Santibánez, Dylan Possamaï

SIAM J. Control. Optim., 2020

Bank Monitoring Incentives Under Moral Hazard and Adverse Selection.

Nicolás Hernández-Santibánez, Dylan Possamaï, Chao Zhou

J. Optim. Theory Appl., 2020

2019

Contracting Theory with Competitive Interacting Agents.

Romuald Elie, Dylan Possamaï

SIAM J. Control. Optim., 2019

A Tale of a Principal and Many, Many Agents.

Romuald Elie, Thibaut Mastrolia, Dylan Possamaï

Math. Oper. Res., 2019

2018

On a Class of Path-Dependent Singular Stochastic Control Problems.

Romuald Elie, Ludovic Moreau, Dylan Possamaï

SIAM J. Control. Optim., 2018

Moral Hazard Under Ambiguity.

Thibaut Mastrolia, Dylan Possamaï

J. Optim. Theory Appl., 2018

Dynamic programming approach to principal-agent problems.

Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi

Finance Stochastics, 2018

2017

Moral Hazard in Dynamic Risk Management.

Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi

Manag. Sci., 2017

General indifference pricing with small transaction costs.

Dylan Possamaï, Guillaume Royer

Asymptot. Anal., 2017

2014

A mathematical treatment of bank monitoring incentives.

Henri Pagès, Dylan Possamaï

Finance Stochastics, 2014

2012

Large liquidity expansion of super-hedging costs.

Dylan Possamaï, H. Mete Soner, Nizar Touzi

Asymptot. Anal., 2012