62 citations · 84 across the 5 of their papers we have counts for
8 papers
Forcing and duality-corrected contracts for volatility control
Alessandro Chiusolo, Emma Hubert, Dylan Possamaï +1
In this paper, we revisit the construction of optimal incentives in continuous-time principal-agent problems with drift and volatility control. Originally, a general approach relyi…
A new approach to principal-agent problems with volatility control
Alessandro Chiusolo, Emma Hubert
The recent work by Cvitanić, Possamaï, and Touzi (2018) [9] presents a general approach for continuous-time principal-agent problems, through dynamic programming and second-order b…
Closed-loop equilibria for Stackelberg games: a story about stochastic targets
Camilo Hernández, Nicolás Hernández Santibáñez, Emma Hubert +1
We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with…
Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic
Emma Hubert, Thibaut Mastrolia, Dylan Possamaï +1
In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In par…
Continuous-time incentives in hierarchies
Emma Hubert
This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked princi…
Contact rate epidemic control of COVID-19: an equilibrium view
Romuald Elie, Emma Hubert, Gabriel Turinici
We consider the control of the COVID-19 pandemic through a standard SIR compartmental model. This control is induced by the aggregation of individuals' decisions to limit their soc…