A Maximum Principle for SDEs of Mean-Field Type, Applied Mathematics & Optimization, vol.42, issue.7, pp.341-356, 2011. ,
DOI : 10.1007/s00245-010-9123-8
Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics, Transactions of the American Mathematical Society, 2016. ,
DOI : 10.1090/tran/7118
URL : https://hal.archives-ouvertes.fr/hal-01337515
Mean Field Games with a Dominating Player, Applied Mathematics & Optimization, vol.37, issue.3, pp.91-128, 2015. ,
DOI : 10.1007/s00245-015-9309-1
Mean Field Stackelberg Games: Aggregation of Delayed Instructions, SIAM Journal on Control and Optimization, vol.53, issue.4, pp.2237-2266, 2015. ,
DOI : 10.1137/140993399
Mean field games and mean field type control theory, volume 101 of SpringerBriefs in mathematics, 2013. ,
Contract theory, 2005. ,
Mean?field backward stochastic differential equations: a limit approach. The Annals of Probability, pp.1524-1565, 2009. ,
DOI : 10.1214/08-aop442
URL : http://arxiv.org/abs/0711.2162
Mean-field backward stochastic differential equations and related partial differential equations, Stochastic Processes and their Applications, pp.3133-3154, 2009. ,
DOI : 10.1016/j.spa.2009.05.002
Mean-field stochastic differential equations and associated PDEs, The Annals of Probability, vol.45, issue.2, 2014. ,
DOI : 10.1214/15-AOP1076
URL : http://arxiv.org/abs/1407.1215
Notes on mean field games (from P.-L. Lions' lectures at Collège de France) Lecture given at Tor Vergata, 2010. ,
Long Time Average of First Order Mean Field Games and Weak KAM Theory, Dynamic Games and Applications, pp.473-488, 2013. ,
DOI : 10.1007/s13235-013-0091-x
URL : https://hal.archives-ouvertes.fr/hal-00827956
The master equation and the convergence problem in mean field games. arXiv preprint, 2015. ,
URL : https://hal.archives-ouvertes.fr/hal-01196045
Long time average of mean field games. Networks and Heterogeneous Media, pp.279-301, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00767403
Long Time Average of Mean Field Games with a Nonlocal Coupling, SIAM Journal on Control and Optimization, vol.51, issue.5, pp.3558-3591, 2013. ,
DOI : 10.1137/120904184
URL : https://hal.archives-ouvertes.fr/hal-00914803
Mean field forward-backward stochastic differential equations, Electronic Communications in Probability, vol.18, issue.0, pp.1-15, 2013. ,
DOI : 10.1214/ECP.v18-2446
URL : https://hal.archives-ouvertes.fr/hal-00752997
Forward?backward stochastic differential equations and controlled McKean? Vlasov dynamics. The Annals of Probability, pp.2647-2700, 2015. ,
DOI : 10.1214/14-aop946
URL : https://hal.archives-ouvertes.fr/hal-00803683
Control of McKean???Vlasov dynamics versus mean field games, Mathematics and Financial Economics, vol.135, issue.3, pp.131-166, 2013. ,
DOI : 10.1007/s11579-012-0089-y
URL : https://hal.archives-ouvertes.fr/hal-00655842
Mean Field Games and systemic risk, Communications in Mathematical Sciences, vol.13, issue.4, pp.911-933, 2015. ,
DOI : 10.4310/CMS.2015.v13.n4.a4
URL : http://arxiv.org/abs/1308.2172
A probabilistic weak formulation of mean field games and applications. The Annals of Applied Probability, pp.1189-1231, 2015. ,
Mean field games of timing and models for bank runs. arXiv preprint, 2016. ,
A probabilistic approach to mean field games with major and minor players, The Annals of Applied Probability, vol.26, issue.3, pp.1535-1580, 2016. ,
DOI : 10.1214/15-AAP1125
A probabilistic approach to classical solutions of the master equation for large population equilibria, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-01144845
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs, Communications on Pure and Applied Mathematics, vol.1627, issue.7, pp.1081-1110, 2007. ,
DOI : 10.1002/cpa.20168
URL : http://arxiv.org/abs/math/0509295
Moral Hazard in Dynamic Risk Management, Management Science, 2014. ,
DOI : 10.1287/mnsc.2016.2493
Dynamic programming approach to principal?agent problems, 2015. ,
Contract theory in continuous?time models, 2012. ,
DOI : 10.1007/978-3-642-14200-0
Sur des problemes de regularisation, de recollement et d'interpolation en theorie des martingales, pp.328-346, 1981. ,
DOI : 10.1007/BF00534211
URL : http://archive.numdam.org/article/SPS_1981__15__328_0.pdf
Optimal incentive contracts with multiple agents, Journal of Economic Theory, vol.33, issue.1, pp.152-171, 1984. ,
DOI : 10.1016/0022-0531(84)90045-0
The principal?agent problem with time inconsistent utility functions. arXiv preprint, 2015. ,
Capacities, measurable selection and dynamic programming part ii: application in stochastic control problems, 2013. ,
Contracting theory with competitive interacting agents. arXiv preprint, 2016. ,
Controlled Markov processes and viscosity solutions, 2006. ,
Handbook on systemic risk, 2013. ,
DOI : 10.1017/CBO9781139151184
Diversification in Financial Networks may Increase Systemic Risk, Handbook on systemic risk, pp.432-443, 2013. ,
DOI : 10.1017/CBO9781139151184.022
URL : https://hal.archives-ouvertes.fr/hal-00916652
Large Deviations for a Mean Field Model of Systemic Risk, SIAM Journal on Financial Mathematics, vol.4, issue.1, pp.151-184, 2013. ,
DOI : 10.1137/12087387X
URL : https://hal.archives-ouvertes.fr/hal-00839500
A Comparison of Tournaments and Contracts, Journal of Political Economy, vol.91, issue.3, pp.349-364, 1983. ,
DOI : 10.1086/261153
Asymmetric Information, Incentives and Intrafirm Resource Allocation, Management Science, vol.28, issue.6, pp.604-620, 1982. ,
DOI : 10.1287/mnsc.28.6.604
A stability approach for solving multidimensional quadratic BSDEs. arXiv preprint, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01338673
Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision, Econometrica, vol.70, issue.6, pp.2225-2264, 2002. ,
DOI : 10.1111/1468-0262.00375
Moral Hazard in Teams, The Bell Journal of Economics, vol.13, issue.2, pp.324-340, 1982. ,
DOI : 10.2307/3003457
Aggregation and Linearity in the Provision of Intertemporal Incentives, Econometrica, vol.55, issue.2, pp.303-328, 1987. ,
DOI : 10.2307/1913238
Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle, SIAM Journal on Control and Optimization, vol.48, issue.5, pp.3318-3353, 2010. ,
DOI : 10.1137/080735370
An Invariance Principle in Large Population Stochastic Dynamic Games, Journal of Systems Science and Complexity, vol.20, issue.1, pp.162-172, 2007. ,
DOI : 10.1007/s11424-007-9015-4
Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized <formula formulatype="inline"> <tex>$\varepsilon$</tex></formula>-Nash Equilibria, IEEE Transactions on Automatic Control, vol.52, issue.9, pp.1560-1571, 2007. ,
DOI : 10.1109/TAC.2007.904450
The Nash certainty equivalence principle and McKean?Vlasov systems: an invariance principle and entry adaptation, 46th IEEE conference on decision and control, pp.121-126, 2007. ,
Large population stochastic dynamic games: closed?loop McKean?Vlasov systems and the Nash certainty equivalence principle, Communications in Information & Systems, vol.6, issue.3, pp.221-252, 2006. ,
Optimal multi?agent performance measures for team contracts, Mathematical Finance, vol.18, issue.4, pp.649-667, 2008. ,
A general characterization of the mean field limit for stochastic differential games. Probability Theory and Related Fields, pp.1-68, 2014. ,
The theory of incentives: the principal?agent model, 2009. ,
Jeux ?? champ moyen. I ??? Le cas stationnaire, Comptes Rendus Mathematique, vol.343, issue.9, pp.619-625, 2006. ,
DOI : 10.1016/j.crma.2006.09.019
Jeux ?? champ moyen. II ??? Horizon fini et contr??le optimal, Comptes Rendus Mathematique, vol.343, issue.10, pp.679-684, 2006. ,
DOI : 10.1016/j.crma.2006.09.018
Mean field games, Japanese Journal of Mathematics, vol.4, issue.1, pp.229-260, 2007. ,
DOI : 10.1007/s11537-007-0657-8
URL : https://hal.archives-ouvertes.fr/hal-00667356
Dynamic programming for mean-field type control, Comptes Rendus Mathematique, vol.352, issue.9, pp.707-713, 2014. ,
DOI : 10.1016/j.crma.2014.07.008
Intégrabilité uniforme et dans l r des martingales exponentielles, Publications des séminaires de mathématiques et informatique de Rennes, pp.1-14, 1978. ,
Mean-field reflected backward stochastic differential equations, Statistics & Probability Letters, vol.82, issue.11, pp.1961-1968, 2012. ,
DOI : 10.1016/j.spl.2012.06.018
Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: the case of bounded stochastic evolutions, Acta Mathematica, vol.161, issue.0, pp.243-278, 1988. ,
DOI : 10.1007/BF02392299
Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations, Journal of Functional Analysis, vol.86, issue.1, pp.1-18, 1989. ,
DOI : 10.1016/0022-1236(89)90062-1
Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation, Stochastic partial differential equations and applications II. Proceedings of a conference, pp.147-170, 1988. ,
DOI : 10.1214/aop/1176991887
A mean-field stochastic maximum principle via Malliavin calculus, Stochastics An International Journal of Probability and Stochastic Processes, vol.34, issue.5-6, pp.5-6643, 2012. ,
DOI : 10.1137/S0363012996313100
Optimal incentive schemes with many agents. The Review of Economic Studies, pp.433-446, 1984. ,
The First-Best Sharing Rule in the Continuous-Time Principal???Agent Problem with Exponential Utility, Journal of Economic Theory, vol.79, issue.2, pp.276-280, 1998. ,
DOI : 10.1006/jeth.1997.2381
Asymptotic Efficiency in Dynamic Principal-Agent Problems, Journal of Economic Theory, vol.91, issue.2, pp.292-301, 2000. ,
DOI : 10.1006/jeth.1999.2623
Prizes and Incentives: Towards a General Theory of Compensation and Competition, The Bell Journal of Economics, vol.14, issue.1, pp.21-43, 1983. ,
DOI : 10.2307/3003535
A mean field game of optimal stopping. arXiv preprint, 2016. ,
Linear quadratic optimal control of conditional McKean?Vlasov equation with random coefficients and applications. arXiv preprint, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01305929
Bellman equation and viscosity solutions for mean?field stochastic control problem. arXiv preprint, 2015. ,
DOI : 10.1051/cocv/2017019
URL : https://hal.archives-ouvertes.fr/hal-01248317
Discrete Time McKean???Vlasov Control Problem: A Dynamic Programming Approach, Applied Mathematics & Optimization, vol.51, issue.4, 2015. ,
DOI : 10.1007/s00245-016-9386-9
URL : https://hal.archives-ouvertes.fr/hal-01235234
Dynamic programming for optimal control of stochastic McKean?Vlasov dynamics, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01302289
Stochastic control for a class of nonlinear kernels and applications, 2015. ,
Continuous martingales and Brownian motion, volume 293 of Grundlehren der mathematischen Wissenschaften, 1999. ,
The economics of contracts: a primer, 2005. ,
A Continuous-Time Version of the Principal???Agent Problem, Review of Economic Studies, vol.75, issue.3, pp.957-984, 2008. ,
DOI : 10.1111/j.1467-937X.2008.00486.x
Contracts: The Theory of Dynamic Principal???Agent Relationships and the Continuous-Time Approach, Advances in economics and econometrics, 10th world congress of the Econometric Society economic theory, number 49 in Econometric Society Monographs, pp.89-124, 2013. ,
DOI : 10.1017/CBO9781139060011.005
The First-Order Approach to the Continuous-Time Principal???Agent Problem with Exponential Utility, Journal of Economic Theory, vol.61, issue.2, pp.331-371, 1993. ,
DOI : 10.1006/jeth.1993.1072
On optimal sharing rules in discrete-and continuous-time principal-agent problems with exponential utility, Journal of Economic Dynamics and Control, vol.21, issue.2-3, pp.551-574, 1997. ,
DOI : 10.1016/S0165-1889(96)00944-X
Wellposedness of second order backward SDEs. Probability Theory and Related Fields, pp.149-190, 2012. ,
Linearity with Project Selection and Controllable Diffusion Rate in Continuous-Time Principal-Agent Problems, The RAND Journal of Economics, vol.26, issue.4, pp.720-743, 1995. ,
DOI : 10.2307/2556015
Topics in propagation of chaos In École d'été de probabilités de Saint-Flour XIX?, pp.165-251, 1989. ,
On dynamic principal?agent problems in continuous time, 2009. ,
A class of globally solvable Markovian quadratic BSDE systems and applications. arXiv preprint, 2016. ,