Hernández, Camilo

1. Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
   2020/02/28 by Hernández, Camilo, Possamaï, Dylan · 3 citations
   #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Theoretical Economics (econ.TH)
2. Closed-loop equilibria for Stackelberg games: it's all about stochastic targets
   2024/06/28 by Hernández, Camilo, Santibáñez, Nicolás Hernández, Hubert, Emma +1 · 3 citations
   #FOS: Mathematics #Optimization and Control (math.OC)
3. Propagation of chaos for mean field Schrödinger problems
   2023/04/18 by Hernández, Camilo, Tangpi, Ludovic · 2 citations
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
4. Time-inconsistent contract theory
   2023/03/02 by Hernández, Camilo, Possamaï, Dylan · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Theoretical Economics (econ.TH)