Dylan Possamaï

19 papers Journal 19
YearRankTypeTitle / Venue / Authors
2025 J jnl
IMProofBench: Benchmarking AI on Research-Level Mathematical Proof Generation.
CoRR
Johannes Schmitt, Gergely Bérczi, Jasper Dekoninck, Jeremy Feusi, Tim Gehrunger, Raphael Appenzeller, Jim Bryan, Niklas Canova, Timo de Wolff, Filippo Gaia, Michel van Garrel, Baran Hashemi, David Holmes, Aitor Iribar Lopez, Victor Jaeck, Martina Jørgensen, Steven Kelk, Stefan Kuhlmann, Adam Kurpisz, Chiara Meroni, Ingmar Metzler, Martin Möller, Samuel Muñoz-Echániz, Robert Nowak, Georg Oberdieck, Daniel Platt, Dylan Possamaï, Gabriel Ribeiro, Raul Sanchez Galan, Zheming Sun, Josef Teichmann, Richard P. Thomas, Charles Vial
2025 J jnl
Is There a Golden Parachute in Sannikov's Principal-Agent Problem?
Math. Oper. Res.
Dylan Possamaï, Nizar Touzi
2025 J jnl
One model to solve them all: 2BSDE families via neural operators.
CoRR
Takashi Furuya, Anastasis Kratsios, Dylan Possamaï, Bogdan Raonic
2023 J jnl
A Mean-Field Game of Market-Making against Strategic Traders.
SIAM J. Financial Math.
Bastien Baldacci, Philippe Bergault, Dylan Possamaï
2023 J jnl
Pollution Regulation for Electricity Generators in a Transmission Network.
SIAM J. Control. Optim.
Nicolás Hernández-Santibánez, Alejandro Jofré, Dylan Possamaï
2022 J jnl
McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations.
Math. Oper. Res.
Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan
2022 J jnl
Optimal Electricity Demand Response Contracting with Responsiveness Incentives.
Math. Oper. Res.
René Aïd, Dylan Possamaï, Nizar Touzi
2021 J jnl
Optimal Make-Take Fees in a Multi Market-Maker Environment.
SIAM J. Financial Math.
Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum
2020 J jnl
An Adverse Selection Approach to Power Pricing.
SIAM J. Control. Optim.
Clémence Alasseur, Ivar Ekeland, Romuald Elie, Nicolás Hernández-Santibánez, Dylan Possamaï
2020 J jnl
Bank Monitoring Incentives Under Moral Hazard and Adverse Selection.
J. Optim. Theory Appl.
Nicolás Hernández-Santibánez, Dylan Possamaï, Chao Zhou
2019 J jnl
A Tale of a Principal and Many, Many Agents.
Math. Oper. Res.
Romuald Elie, Thibaut Mastrolia, Dylan Possamaï
2019 J jnl
Contracting Theory with Competitive Interacting Agents.
SIAM J. Control. Optim.
Romuald Elie, Dylan Possamaï
2018 J jnl
Dynamic programming approach to principal-agent problems.
Finance Stochastics
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
2018 J jnl
Moral Hazard Under Ambiguity.
J. Optim. Theory Appl.
Thibaut Mastrolia, Dylan Possamaï
2018 J jnl
On a Class of Path-Dependent Singular Stochastic Control Problems.
SIAM J. Control. Optim.
Romuald Elie, Ludovic Moreau, Dylan Possamaï
2017 J jnl
General indifference pricing with small transaction costs.
Asymptot. Anal.
Dylan Possamaï, Guillaume Royer
2017 J jnl
Moral Hazard in Dynamic Risk Management.
Manag. Sci.
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
2014 J jnl
A mathematical treatment of bank monitoring incentives.
Finance Stochastics
Henri Pagès, Dylan Possamaï
2012 J jnl
Large liquidity expansion of super-hedging costs.
Asymptot. Anal.
Dylan Possamaï, H. Mete Soner, Nizar Touzi