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math.OC2026
Particle Methods with Deep Learning for Stochastic Control under Partial Observation
Mathieu Laurière, Xiaolu Tan, Jiefei Yang
Numerical computation of stochastic control problems under partial observation is challenging because the dynamic programming formulation is naturally posed on the conditional dist…
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…