Large liquidity expansion of super-hedging costs. - Dylan Possamaï; H. Mete Soner; Nizar Touzi (Asymptot. Anal., 2012)

A mathematical treatment of bank monitoring incentives. - Henri Pagès; Dylan Possamaï (Finance Stochastics, 2014)

General indifference pricing with small transaction costs. - Dylan Possamaï; Guillaume Royer (Asymptot. Anal., 2017)

Moral Hazard in Dynamic Risk Management. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Manag. Sci., 2017)

Dynamic programming approach to principal-agent problems. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Finance Stochastics, 2018)

Moral Hazard Under Ambiguity. - Thibaut Mastrolia; Dylan Possamaï (J. Optim. Theory Appl., 2018)

On a Class of Path-Dependent Singular Stochastic Control Problems. - Romuald Elie; Ludovic Moreau; Dylan Possamaï (SIAM J. Control. Optim., 2018)

A Tale of a Principal and Many, Many Agents. - Romuald Elie; Thibaut Mastrolia; Dylan Possamaï (Math. Oper. Res., 2019)

Contracting Theory with Competitive Interacting Agents. - Romuald Elie; Dylan Possamaï (SIAM J. Control. Optim., 2019)

Bank Monitoring Incentives Under Moral Hazard and Adverse Selection. - Nicolás Hernández-Santibánez; Dylan Possamaï; Chao Zhou 010 (J. Optim. Theory Appl., 2020)

An Adverse Selection Approach to Power Pricing. - Clémence Alasseur; Ivar Ekeland; Romuald Elie; Nicolás Hernández-Santibánez; Dylan Possamaï (SIAM J. Control. Optim., 2020)

Optimal Make-Take Fees in a Multi Market-Maker Environment. - Bastien Baldacci; Dylan Possamaï; Mathieu Rosenbaum (SIAM J. Financial Math., 2021)

Optimal Electricity Demand Response Contracting with Responsiveness Incentives. - René Aïd; Dylan Possamaï; Nizar Touzi (Math. Oper. Res., 2022)

McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations. - Mao Fabrice Djete; Dylan Possamaï; Xiaolu Tan (Math. Oper. Res., 2022)

Pollution Regulation for Electricity Generators in a Transmission Network. - Nicolás Hernández-Santibánez; Alejandro Jofré; Dylan Possamaï (SIAM J. Control. Optim., 2023)

A Mean-Field Game of Market-Making against Strategic Traders. - Bastien Baldacci; Philippe Bergault; Dylan Possamaï (SIAM J. Financial Math., 2023)

Is There a Golden Parachute in Sannikov's Principal-Agent Problem? - Dylan Possamaï; Nizar Touzi (Math. Oper. Res., 2025)