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J. Backhoff‐Veraguas

9 papers hereh-index 9420 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.OC3
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20182022
most citedDynamic Cournot-Nash Equilibrium: The Non-Potential Case

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.OCShow all

3 papers · 1 filter

math.OC2022★ 1 cited

Dynamic Cournot-Nash Equilibrium: The Non-Potential Case

Julio Backhoff-Veraguas, Xin Zhang

We consider a large population dynamic game in discrete time where players are characterized by time-evolving types. It is a natural assumption that the players' actions cannot ant…

math.OC2020

Generalized entropy minimization under full marginal constraints

Julio Backhoff-Veraguas, Joaquín Fontbona

We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distri…

math.OC2019

Robust Contracting in General Contract Spaces

Julio Backhoff-Veraguas, Patrick Beissner, Ulrich Horst

We consider a general framework of optimal mechanism design under adverse selection and ambiguity about the type distribution of agents. We prove the existence of optimal mechanism…

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