Nicolás Hernández Santibáñez

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Cyber risk prevention under risk averse spectral criteria Applied Mathematics and Optimization	2026-07-10	Paper
Closed-loop equilibria for Stackelberg games: a story about stochastic targets The Annals of Applied Probability	2026-03-10	Paper
Principal-multiagents problem under equivalent changes of measure: general study and an existence result Stochastic Processes and their Applications	2024-10-08	Paper
Closed-loop equilibria for Stackelberg games: it's all about stochastic targets (available as arXiv preprint)	2024-01-01	Paper
Pollution Regulation for Electricity Generators in a Transmission Network SIAM Journal on Control and Optimization	2023-05-04	Paper
A continuous-time model of self-protection Finance and Stochastics	2023-04-12	Paper
Principal-Multiagents problem under equivalent changes of measure: general study and an existence result	2022-08-24	Paper
Prevention efforts, insurance demand and price incentives under coherent risk measures Insurance Mathematics & Economics	2020-08-03	Paper
An adverse selection approach to power pricing SIAM Journal on Control and Optimization	2020-03-11	Paper
Bank monitoring incentives under moral hazard and adverse selection Journal of Optimization Theory and Applications	2020-02-26	Paper
Contract theory in a VUCA world SIAM Journal on Control and Optimization	2019-08-30	Paper
Contract theory in a VUCA world SIAM Journal on Control and Optimization	2019-08-30	Paper

Research outcomes over time

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