E-LIB Suche - Ergebnisse für: Mastrolia, Thibaut

1

Scaling Limit for Stochastic Control Problems in Population..:

Jusselin, Paul ; Mastrolia, Thibaut
Applied Mathematics & Optimization. 88 (2023) 1 - p. , 2023

Link: https://doi.org/10.1007/..

2

Incentives, lockdown, and testing: from Thucydides' analysi..:

Hubert, Emma ; Mastrolia, Thibaut ; Possamaï, Dylan.
Journal of Mathematical Biology. 84 (2022) 5 - p. , 2022

Link: https://doi.org/10.1007/..

3

Mean–field moral hazard for optimal energy demand response ..:

Élie, Romuald ; Hubert, Emma ; Mastrolia, Thibaut.
Mathematical Finance. 31 (2020) 1 - p. 399-473 , 2020

Link: https://doi.org/10.1111/..

4

Regulation of Renewable Resource Exploitation:

Kharroubi, Idris ; Lim, Thomas ; Mastrolia, Thibaut
SIAM Journal on Control and Optimization. 58 (2020) 1 - p. 551-579 , 2020

Link: https://doi.org/10.1137/..

5

Optimal make–take fees for market making regulation:

Euch, Omar El ; Mastrolia, Thibaut ; Rosenbaum, Mathieu.
Mathematical Finance. 31 (2020) 1 - p. 109-148 , 2020

Link: https://doi.org/10.1111/..

6

Contract Theory in a VUCA World:

Hernández-Santibán͂ez, Nicolás ; Mastrolia, Thibaut
SIAM Journal on Control and Optimization. 57 (2019) 4 - p. 3072-3100 , 2019

Link: https://doi.org/10.1137/..

7

Moral Hazard Under Ambiguity:

Mastrolia, Thibaut ; Possamaï, Dylan
Journal of Optimization Theory and Applications. 179 (2018) 2 - p. 452-500 , 2018

Link: https://doi.org/10.1007/..

8

Density analysis of non-Markovian BSDEs and applications to..:

Mastrolia, Thibaut
Stochastic Processes and their Applications. 128 (2018) 3 - p. 897-938 , 2018

Link: https://doi.org/10.1016/..

9

Principal-Agent Problem with Common Agency Without Communic..:

Mastrolia, Thibaut ; Ren, Zhenjie
SIAM Journal on Financial Mathematics. 9 (2018) 2 - p. 775-799 , 2018

Link: https://doi.org/10.1137/..

10

A note on the Malliavin–Sobolev spaces:

Imkeller, Peter ; Mastrolia, Thibaut ; Possamaï, Dylan.
Statistics & Probability Letters. 109 (2016) - p. 45-53 , 2016

Link: https://doi.org/10.1016/..

11

DENSITY ANALYSIS OF BSDES:

Mastrolia, Thibaut ; Possamaï, Dylan ; Réveillac, Anthony
The Annals of Probability. 44 (2016) 4 - p. 2817-2857 , 2016

Link: http://www.jstor.org/sta..

12

Equilibria and incentives for illiquid auction markets:

Derchu, Joffrey ; Kavvathas, Dimitrios ; Mastrolia, Thibaut.
http://arxiv.org/abs/2307.15805. , 2023

Link: http://arxiv.org/abs/230..

13

Agency problem and mean field system of agents with moral h..:

Mastrolia, Thibaut ; Zhang, Jiacheng
http://arxiv.org/abs/2207.11087. , 2022

Link: http://arxiv.org/abs/220..

14

Incentives, lockdown, and testing: from Thucydides' analysi..:

Hubert, Emma ; Mastrolia, Thibaut ; Possamaï, Dylan.
qt8d8725m7. , 2022

Link: https://escholarship.org..

15

On Z-mean reflected BSDEs:

Derchu, Joffrey ; Mastrolia, Thibaut
http://arxiv.org/abs/2108.10631. , 2021

Link: http://arxiv.org/abs/210..