| Dynamic programming approach to principal–agent problems J Cvitanić, D Possamaï, N Touzi Finance and Stochastics 22 (1), 1–37, 2018 | 177 | 2018 |
| McKean–Vlasov optimal control: the dynamic programming principle MF Djete, D Possamaï, X Tan The Annals of Probability 50 (2), 791–833, 2022 | 130 | 2022 |
| Moral hazard in dynamic risk management J Cvitanić, D Possamaï, N Touzi Management Science 63 (10), 3328–3346, 2017 | 130 | 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 | 128 | 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 | 126 | 2019 |
| 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 | 97 | 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 | 96 | 2022 |
| Contracting theory with competitive interacting agents R Élie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157–1188, 2019 | 84 | 2019 |
| 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 | 76 | 2018 |
| Optimal electricity demand response contracting with responsiveness incentives R Aïd, D Possamaï, N Touzi Mathematics of Operations Research 47 (3), 2112–2137, 2022 | 74* | 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 | 70 | 2021 |
| 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 | 70 | 2015 |
| 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 | 69 | 2018 |
| 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 | 65 | 2023 |
| On the robust superhedging of measurable claims D Possamaï, G Royer, N Touzi Electronic Communications in Probability 18 (95), 1–13, 2013 | 61 | 2013 |
| Second order reflected backward stochastic differential equations A Matoussi, D Possamaï, C Zhou The Annals of Applied Probability 23 (6), 2420–2457, 2013 | 56* | 2013 |
| Second order backward stochastic differential equations with quadratic growth D Possamaï, C Zhou Stochastic Processes and their Applications 123 (10), 3770–3799, 2013 | 51 | 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 | 48 | 2015 |
| Quadratic BSDEs with jumps: a fixed-point approach D Possamaï, N Kazi-Tani, C Zhou Electronic Journal of Probability 20 (66), 1–28, 2015 | 46 | 2015 |
| Optimal make–take fees in a multi market-maker environment B Baldacci, D Possamaï, M Rosenbaum SIAM Journal on Financial Mathematics 12 (1), 446–486, 2021 | 44 | 2021 |
Chao ZhouAssociate Professor at Department of Mathematics, National University of SingaporeVerified email at nus.edu.sg
