2 citations · 3 across the 5 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
math.PR2023
Propagation of chaos for mean field Schrödinger problems
Camilo Hernández, Ludovic Tangpi
In this work, we study the mean field Schrödinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diff…
econ.TH2023
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…