2 citations · 2 across the 8 of their papers we have counts for
6 papers · 1 filter
Golden parachutes under the threat of accidents
Dylan Possamaï, Chiara Rossato
This paper addresses a continuous-time contracting model that extends the problem introduced by Sannikov and later rigorously analysed by Possamaï and Touzi. In our model, a princi…
Randomisation with moral hazard: a path to existence of optimal contracts
Daniel Kršek, Dylan Possamaï
We study a generic principal-agent problem in continuous time on a finite time horizon. We introduce a framework in which the agent is allowed to employ measure-valued controls and…
On the population size in stochastic differential games
Dylan Possamaï, Ludovic Tangpi
Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mi…
Mean-field games of optimal stopping: master equation and weak equilibria
Dylan Possamaï, Mehdi Talbi
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimi…
Randomness and early termination: what makes a game exciting?
Gaoyue Guo, Sam D. Howison, Dylan Possamaï +1
In this paper we revisit an open problem posed by Aldous on the max-entropy win-probability martingale: given two players of equal strength, such that the win-probability is a mart…
Time-inconsistent contract theory
Camilo Hernández, Dylan Possamaï
This paper investigates the moral hazard problem in finite horizon with both continuous and lump-sum payments, involving a time-inconsistent sophisticated agent and a standard util…