2 papers
econ.GN2026
Optimal incentive scheme for ESG disclosure
Imen Ben Tahar, Dylan Possamaï, Xiaolu Tan
This paper characterises optimal incentive schemes for ESG disclosure in a continuous-time principal-agent setting. We model a risk-averse principal (e.g., a platform or standard-s…
math.PR2025
Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent -player games, and their mean-field sequel
Dylan Possamaï, Chiara Rossato
We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the…