Camilo Hernández

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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!

PublicationDate of PublicationType
Closed-loop equilibria for Stackelberg games: a story about stochastic targets
The Annals of Applied Probability
2026-03-10Paper
Propagation of chaos for mean field Schrödinger problems
SIAM Journal on Control and Optimization
2025-01-14Paper
Time-inconsistent contract theory
Mathematical Finance
2024-11-20Paper
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications
Stochastic Processes and their Applications
2023-07-12Paper
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
The Annals of Applied Probability
2023-06-05Paper
Propagation of chaos for mean field Schr\"odinger problems2023-04-18Paper
A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
Electronic Journal of Probability
2021-07-21Paper
Approximate super-resolution of positive measures in all dimensions
Applied and Computational Harmonic Analysis
2021-03-26Paper
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Insurance Mathematics & Economics
2018-04-12Paper
Compressive sensing and truncated moment problems on spheres2017-10-25Paper
Optimal dividend payments under a time of ruin constraint: exponential claims
Insurance Mathematics & Economics
2015-12-14Paper


Research outcomes over time


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