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math.OC2020★ 2 cited
Decomposition of convex high dimensional aggregative stochasticcontrol problems
Adrien Séguret, Clémence Alasseur, J. Frédéric Bonnans +3
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a m…
econ.GN2020
Optimal contracts under adverse selection for staple goods: efficiency of in-kind insurance
Clémence Alasseur, Corinne Chaton, Emma Hubert
An income loss can have a negative impact on households, forcing them to reduce their consumption of some staple goods. This can lead to health issues and, consequently, generate s…