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math.OC2026
Backward SDE characterization of the finite horizon Principal-Agent problem
Nizar Touzi, Yuxing Huang
We consider the finite horizon continuous-time Principal--Agent problem under deterministic discount factors. Following the Sannikov reduction to a stochastic control problem, we p…
q-fin.MF2026
Forward Hedging Reshapes Incentive Provision
René Aïd, Nizar Touzi, Stéphane Villeneuve
We study how forward hedging reshapes incentive provision inside the firm. We consider a risk-averse producer facing demand and production risk that can either operate in-house or…
cs.GT2026
On Approximate Nash Equilibria in Mean Field Games
Mao Fabrice Djete, Nizar Touzi
In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that…