Research

A notion of BSDE on the Wasserstein space and its applications to control problems and PDEs (2025) ArXiv Preprint https://arxiv.org/abs/2506.23177. 

Three connected problems: principal with multiple agents in cooperation, Principal–Agent with Mckean–Vlasov dynamics and multitask Principal–Agent (2024) ArXiv Preprint https://arxiv.org/abs/2410.15818. 

Bassou, L., Touzi, N., Mean Field Game of Mutual Holding with common noise (2024). SIAM Journal in Financial Mathematics, to appear

Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition (2023) ArXiv Preprint https://arxiv.org/abs/2309.00640. 

Touzi, N., Guo, G., Mean field game of mutual holding with defaultable agents, and systemic risk (2023). SIAM Journal on Control and Optimization, to appear 

 Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models (2022). Mathematics of Operations Research, to appear.  

 Large population games with interactions through controls and common noise: convergence results and equivalence between open--loop and closed--loop controls (2021). ESAIM: Control, Optimisation and Calculus of Variations.

Mean Field Games of Controls: on the convergence of Nash equilibria (2020). The Annals of Applied Probability. 

Extended mean field control problem: a propagation of chaos result (2020). Electronic Journal of Probability.

 Possamaï, D., Tan, X., McKean-Vlasov optimal control: limit theory and equivalence between different formulations (2020). Mathematics of Operations Research.

Some results on the McKean–Vlasov optimal control and mean field games: Limit theorems, dynamic programming principle and numerical approximations https://hal.archives-ouvertes.fr/tel-03142198/.