Thibaut Mastrolia

According to our database, Thibaut Mastrolia authored at least 8 papers between 2018 and 2025.

Collaborative distances:

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

2025

Agency Problem and Mean Field System of Agents with Moral Hazard, Synergistic Effects and Accidents.

Thibaut Mastrolia, Jiacheng Zhang

J. Optim. Theory Appl., June, 2025

2023

Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor-Critic Approach.

Bastien Baldacci, Iuliia Manziuk, Thibaut Mastrolia, Mathieu Rosenbaum

Oper. Res., March, 2023

2021

Optimal Auction Duration: A Price Formation Viewpoint.

Paul Jusselin, Thibaut Mastrolia, Mathieu Rosenbaum

Oper. Res., 2021

2020

Regulation of Renewable Resource Exploitation.

Idris Kharroubi, Thomas Lim, Thibaut Mastrolia

SIAM J. Control. Optim., 2020

2019

Contract Theory in a VUCA World.

Nicolás Hernández-Santibánez, Thibaut Mastrolia

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

Principal-Agent Problem with Common Agency Without Communication.

Thibaut Mastrolia, Zhenjie Ren

SIAM J. Financial Math., 2018

Moral Hazard Under Ambiguity.

Thibaut Mastrolia, Dylan Possamaï

J. Optim. Theory Appl., 2018