Stochastic control for a class of nonlinear kernels and applications
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- Thibaut Mastrolia & Dylan Possamai, 2015. "Moral hazard under ambiguity," Papers 1511.03616, arXiv.org, revised Oct 2016.
- Thibaut Mastrolia, 2016. "Density analysis of non-Markovian BSDEs and applications to biology and finance," Papers 1602.06101, arXiv.org.
- Thibaut Mastrolia, 2017. "Moral hazard in welfare economics: on the advantage of Planner's advices to manage employees' actions," Papers 1706.01254, arXiv.org.
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