Dynamic programming approach to principal–agent problems J Cvitanić, D Possamaï, N Touzi Finance and Stochastics 22 (1), 1–37, 2018 | 144 | 2018 |
Moral hazard in dynamic risk management J Cvitanić, D Possamaï, N Touzi Management Science 63 (10), 3328–3346, 2017 | 110 | 2017 |
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model A Matoussi, D Possamaï, C Zhou Mathematical Finance 25 (2), 258–287, 2015 | 108 | 2015 |
A tale of a principal and many, many agents R Élie, T Mastrolia, D Possamaï Mathematics of Operations Research 44 (2), 440–467, 2019 | 97 | 2019 |
McKean–Vlasov optimal control: the dynamic programming principle MF Djete, D Possamaï, X Tan The Annals of Probability 50 (2), 791–833, 2022 | 79 | 2022 |
Stochastic control for a class of nonlinear kernels and applications D Possamaï, X Tan, C Zhou The Annals of Probability 46 (1), 551–603, 2018 | 78 | 2018 |
Contracting theory with competitive interacting agents R Élie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157–1188, 2019 | 74 | 2019 |
Homogenization and asymptotics for small transaction costs: the multidimensional case D Possamaï, HM Soner, N Touzi Communications in Partial Differential Equations 40 (11), 2005–2046, 2015 | 60 | 2015 |
On the robust superhedging of measurable claims D Possamaï, G Royer, N Touzi Electronic Communications in Probability 18 (95), 1–13, 2013 | 58 | 2013 |
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54 (1 …, 2018 | 55 | 2018 |
McKean–Vlasov optimal control: limit theory and equivalence between different formulations MF Djete, D Possamaï, X Tan Mathematics of Operations Research 47 (4), 2891–2930, 2022 | 54 | 2022 |
Optimal electricity demand response contracting with responsiveness incentives R Aïd, D Possamaï, N Touzi Mathematics of Operations Research 47 (3), 2112–2137, 2022 | 51* | 2022 |
Mean-field moral hazard for optimal energy demand response management R Élie, E Hubert, T Mastrolia, D Possamaï Mathematical Finance 31 (1), 399–473, 2021 | 51 | 2021 |
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents C Hernández, D Possamaï The Annals of Applied Probability 33 (2), 1396–1458, 2023 | 48 | 2023 |
Existence and uniqueness results for BSDE with jumps: the whole nine yards A Papapantoleon, D Possamaï, A Saplaouras Electronic Journal of Probability 23 (121), 1–68, 2018 | 48 | 2018 |
Second order reflected backward stochastic differential equations A Matoussi, D Possamaï, C Zhou The Annals of Applied Probability 23 (6), 2420–2457, 2013 | 41 | 2013 |
Utility maximization with random horizon: a BSDE approach M Jeanblanc, T Mastrolia, D Possamaï, A Réveillac International Journal of Theoretical and Applied Finance 18 (07), 1550045, 2015 | 40 | 2015 |
Efficient simulation of the double Heston model P Gauthier, D Possamaï The IUP Journal of Computational Mathematics 4 (3), 23–73, 2011 | 37 | 2011 |
Quadratic BSDEs with jumps: a fixed-point approach D Possamaï, N Kazi-Tani, C Zhou Electronic Journal of Probability 20 (66), 1–28, 2015 | 36 | 2015 |
Second order backward stochastic differential equations with quadratic growth D Possamaï, C Zhou Stochastic Processes and their Applications 123 (10), 3770–3799, 2013 | 36 | 2013 |