153 citations · 427 across the 46 of their papers we have counts for
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math.PR2016
A tale of a Principal and many many Agents
Romuald Elie, Thibaut Mastrolia, Dylan Possamaï
In this paper, we investigate a moral hazard problem in finite time with lumpsum and continuous payments, involving infinitely many Agents with mean field type interactions, hir…
econ.GN2016★ 1 cited
Contracting theory with competitive interacting agents
Romuald Elie, Dylan Possamaï
In a framework close to the one developed by Holmström and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in char…
math.PR2016★ 49 cited
BSDEs with mean reflection
Philippe Briand, Romuald Elie, Ying Hu
In this paper, we study a new type of BSDE, where the distribution of the Y-component of the solution is required to satisfy an additional constraint, written in terms of the expec…