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math.OC2022
Gaussian Agency problems with memory and Linear Contracts
Eduardo Abi Jaber, Stéphane Villeneuve
Can a principal still offer optimal dynamic contracts that are linear in end-of-period outcomes when the agent controls a process that exhibits memory? We provide a positive answer…
math.AP2022
Swarm gradient dynamics for global optimization: the density case
Jérôme Bolte, Laurent Miclo, Stéphane Villeneuve
Using jointly geometric and stochastic reformulations of nonconvex problems and exploiting a Monge-Kantorovich gradient system formulation with vanishing forces, we formally extend…