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We study a generic principal-agent problem in continuous time on a finite time horizon.
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On the existence of optimal contract mechanisms for incomplete information principal–agent models
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Dynamic security design: convergence to continuous time and asset pricing implications
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Nonclassical solutions of fully nonlinear elliptic equations
N. Nadirashvili and S. Vlăduţ · 2007
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Moral hazard with bounded payments
I. Jewitt, O. Kadan, and J.M. Swinkels · 2008
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Singular viscosity solutions to fully nonlinear elliptic equations
N. Nadirashvili and S. Vlăduţ · 2008
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A continuous-time version of the principal–agent problem
Y. Sannikov · 2008
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On dynamic principal–agent problems in continuous time
N. Williams · 2008
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A primer on stochastic partial differential equations
D. Khoshnevisan · 2009
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Large risks, limited liability, and dynamic moral hazard
B. Biais, T. Mariotti, J.-C. Rochet, and S. Villeneuve · 2010
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Contract theory in continuous-time models
J. Cvitanić and J. Zhang · 2012
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Is there a golden parachute in Sannikov’s principal–agent problem?
D. Possamaï and N. Touzi · 2020
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Optimal make–take fees in a multi market maker environment
B. Baldacci, D. Possamaï, and M. Rosenbaum · 2021
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Optimal make–take fees for market making regulation
O. El Euch, T. Mastrolia, M. Rosenbaum, and N. Touzi · 2021
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Mean-field moral hazard for optimal energy demand response management
R. Élie, E. Hubert, T. Mastrolia, and D. Possamaï · 2021
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Principal agent mean field games in REC markets
D. Firoozi, A.V. Shrivats, and S. Jaimungal · 2021
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A simple constructive approach to quadratic BSDEs with or without delay
P. Briand and R. Élie · 2013
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Singular solutions of Hessian elliptic equations in five dimensions
N. Nadirashvili and S. Vlăduţ · 2013
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Optimal stochastic control, stochastic target problems, and backward SDE , volume 29 of
N. Touzi · 2013
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A mathematical treatment of bank monitoring incentives
H. Pagès and D. Possamaï · 2014
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Dynamic contracting: accidents lead to nonlinear contracts
A. Capponi and C. Frei · 2015
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A polynomial optimization approach to principal–agent problems
P. Renner and K. Schmedders · 2015
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Dynamic contracting in asset management under investor–partner–manager relationship
J. Keppo, N. Touzi, and Z. Ruiting · 2021
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Dynamic multiagent incentive contracts: existence, uniqueness, and implementation
Q. Luo and R. Saigal · 2021
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Gaussian agency problems with memory and linear contracts
E. Abi Jaber and S. Villeneuve · 2022
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Optimal electricity demand response contracting with responsiveness incentives
R. Aïd, D. Possamaï, and N. Touzi · 2022
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Optimal incentives to mitigate epidemics: a Stackelberg mean field game approach
A. Aurell, R. Carmona, G. Dayanikli, and M. Laurière · 2022
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Robust contracting in general contract spaces
J. Backhoff-Veraguas, P. Beissner, and U. Horst · 2022
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Governmental incentives for green bonds investment
B. Baldacci and D. Possamaï · 2022
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Smoothness of value functions in general control–stopping diffusion problems
T. Durandard and B. Strulovici · 2022
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Optimal coordination in generalized principal–agent problems: a revisit and extensions
J. Gan, M. Han, J. Wu, and H. Xu · 2022
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Optimal stopping contract for public private partnerships under moral hazard
I. Hajjej, C. Hillairet, and M. Mnif · 2022
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N. Hernández Santibáñez · 2022
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Incentives, lockdown, and testing: from Thucydides’s analysis to the COVID-19 pandemic
E. Hubert, T. Mastrolia, D. Possamaï, and X. Warin · 2022
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Random horizon principal–agent problem
Y. Lin, Z. Ren, N. Touzi, and J. Yang · 2022
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Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
T. Mastrolia and J. Zhang · 2022
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A principal–agent framework for optimal incentives in renewable investments
R. Aïd, A. Kemper, and N. Touzi · 2023
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The role of correlation in diffusion control ranking games
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Market making and incentives design in the presence of a dark pool: a Stackelberg actor–critic approach
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A continuous-time model of self-protection
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Time-inconsistent contract theory
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Pollution regulation for electricity generators in a transmission network
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Principal–agent problem with multiple principals
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Continuous-time incentives in hierarchies
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Risk-sharing and optimal contracts with large exogenous risks
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Entropic optimal planning for path-dependent mean field games
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