Research
Scientific Publications
Bassou, L., Touzi, N., Mean Field Game of Mutual Holding with common noise (2024) ArXiv Preprint https://arxiv.org/abs/2403.16232.
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) ArXiv Preprint https://arxiv.org/abs/2303.07996.
Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models (2022) ArXiv Preprint https://arxiv.org/abs/2208.09986.
Touzi, N., Mean Field Game of Mutual Holding (2021). The Annals of Applied Probability, to appear.
Possamaï, D., Tan, X., McKean-Vlasov optimal control: limit theory and equivalence between different formulations (2020). Mathematics of Operations Research.
Possamaï, D., Tan, X., McKean-Vlasov optimal control: the dynamic programming principle (2020). The Annals of Probability.
PhD Thesis
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/.