42 citations · 163 across the 29 of their papers we have counts for
3 papers · 1 filter
Pollution regulation for electricity generators in a transmission network
Nicolás Hernández Santibáñez, Alejandro Jofré, Dylan Possamaï
In this paper we study a pollution regulation problem in an electricity market with a network structure. The market is ruled by an independent system operator (ISO for short) who h…
Stability of backward stochastic differential equations: the general case
Antonis Papapantoleon, Dylan Possamaï, Alexandros Saplaouras
In this paper, we obtain stability results for backward stochastic differential equations with jumps (BSDEs) in a very general framework. More specifically, we consider a convergen…
Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs
Dylan Possamaï, Ludovic Tangpi
This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully no…