42 citations · 163 across the 29 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
q-bio.PE2020★ 22 cited
Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic
Emma Hubert, Thibaut Mastrolia, Dylan Possamaï +1
In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In par…
econ.TH2020★ 3 cited
Is there a Golden Parachute in Sannikov's principal-agent problem?
Dylan Possamaï, Nizar Touzi
This paper provides a complete review of the continuous-time optimal contracting problem introduced by Sannikov, in the extended context allowing for possibly different discount ra…
math.OC2020
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
Camilo Hernández, Dylan Possamaï
We develop a theory for continuous-time non-Markovian stochastic control problems which are inherently time-inconsistent. Their distinguishing feature is that the classical Bellman…