Dylan Possamaï

Available identifiers

zbMath Open possamai.dylanWikidataQ58850168 ScholiaQ58850168MaRDI QIDQ287746

List of research outcomes

Publication	Date of Publication	Type
A Mean-Field Game of Market-Making against Strategic Traders	2023-11-23	Paper
Mean–field moral hazard for optimal energy demand response management	2023-09-27	Paper
Mean-field games of optimal stopping: master equation and weak equilibria	2023-07-18	Paper
Stability of backward stochastic differential equations: the general Lipschitz case	2023-07-04	Paper
Randomness and early termination: what makes a game exciting?	2023-06-12	Paper
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	2023-06-05	Paper
Pollution Regulation for Electricity Generators in a Transmission Network	2023-05-04	Paper
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	2023-01-09	Paper
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	2022-09-26	Paper
Governmental incentives for Green bonds investment	2022-07-15	Paper
Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic	2022-05-05	Paper
McKean-Vlasov optimal control: the dynamic programming principle	2022-04-22	Paper
Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty	2021-11-04	Paper
A unified approach to well-posedness of type-I backward stochastic Volterra integral equations	2021-07-21	Paper
Optimal Make-Take Fees in a Multi Market-Maker Environment	2021-05-17	Paper
Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs	2021-05-02	Paper
Equilibrium asset pricing with transaction costs	2021-04-29	Paper
Zero-sum path-dependent stochastic differential games in weak formulation	2021-03-18	Paper
A Tale of a Principal and Many, Many Agents	2020-03-12	Paper
An Adverse Selection Approach to Power Pricing	2020-03-11	Paper
Bank monitoring incentives under moral hazard and adverse selection	2020-02-26	Paper
Stability results for martingale representations: The general case	2019-10-24	Paper
Probabilistic interpretation for solutions of fully nonlinear stochastic pdes	2019-05-23	Paper
Contracting Theory with Competitive Interacting Agents	2019-03-29	Paper
Existence and uniqueness results for BSDE with jumps: the whole nine yards	2019-02-14	Paper
Moral hazard under ambiguity	2018-11-27	Paper
On a Class of Path-Dependent Singular Stochastic Control Problems	2018-09-25	Paper
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations	2018-06-01	Paper
Stochastic control for a class of nonlinear kernels and applications	2018-04-27	Paper
Dynamic programming approach to principal-agent problems	2018-01-16	Paper
General indifference pricing with small transaction costs	2017-07-13	Paper
On the Malliavin differentiability of BSDEs	2017-04-06	Paper
Density analysis of BSDEs	2016-09-30	Paper
Quadratic BSDEs with jumps: Related nonlinear expectations	2016-06-03	Paper
A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems	2016-05-23	Paper
Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case	2016-02-03	Paper
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH	2016-01-08	Paper
A note on the Malliavin-Sobolev spaces	2015-12-30	Paper
Weak approximation of second-order BSDEs	2015-10-20	Paper
Second-order BSDEs with jumps: formulation and uniqueness	2015-10-20	Paper
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs	2015-08-07	Paper
Quadratic BSDEs with jumps: a fixed-point approach	2015-08-07	Paper
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL	2015-04-24	Paper
A mathematical treatment of bank monitoring incentives	2014-11-14	Paper
On the robust superhedging of measurable claims	2014-09-22	Paper
Second-order BSDEs with general reflection and game options under uncertainty	2014-08-28	Paper
Second order backward stochastic differential equations with quadratic growth	2014-04-28	Paper
Second order reflected backward stochastic differential equations	2014-01-17	Paper
Second-order backward stochastic differential equations under a monotonicity condition	2013-04-22	Paper
Large liquidity expansion of super-hedging costs	2012-10-29	Paper

Research outcomes over time

Doctoral students

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