| A tale of a principal and many, many agents R Elie, T Mastrolia, D Possamaï Mathematics of Operations Research 44 (2), 440-467, 2019 | 110 | 2019 |
| Mean–field moral hazard for optimal energy demand response management R Elie, E Hubert, T Mastrolia, D Possamaï Mathematical Finance 31 (1), 399-473, 2021 | 59 | 2021 |
| Optimal make–take fees for market making regulation OE Euch, T Mastrolia, M Rosenbaum, N Touzi Mathematical Finance 31 (1), 109-148, 2021 | 55 | 2021 |
| 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 | 44 | 2015 |
| Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic E Hubert, T Mastrolia, D Possamaï, X Warin Journal of mathematical biology 84 (5), 37, 2022 | 31 | 2022 |
| Moral hazard under ambiguity T Mastrolia, D Possamaï Journal of Optimization Theory and Applications 179, 452-500, 2018 | 26 | 2018 |
| Principal-agent problem with common agency without communication T Mastrolia, Z Ren SIAM Journal on Financial Mathematics 9 (2), 775-799, 2018 | 26 | 2018 |
| On the Malliavin differentiability of BSDEs T Mastrolia, D Possamaï, A Réveillac | 26 | 2017 |
| Contract theory in a VUCA world N Hernandez-Santibanez, T Mastrolia SIAM Journal on Control and Optimization 57 (4), 3072-3100, 2019 | 22 | 2019 |
| Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach B Baldacci, I Manziuk, T Mastrolia, M Rosenbaum arXiv preprint arXiv:1912.01129, 2019 | 20 | 2019 |
| Optimal auction duration: A price formation viewpoint J Paul, M Thibaut, R Mathieu Operations Research 69 (6), 1734-1745, 2021 | 13 | 2021 |
| Indifference pricing of pure endowments via BSDEs under partial information C Ceci, K Colaneri, A Cretarola Scandinavian Actuarial Journal 2020 (10), 904-933, 2020 | 13 | 2020 |
| Density analysis of BSDEs T Mastrolia, D Possamaï, A Réveillac | 13 | 2016 |
| Market making and incentives design in the presence of a dark pool: a Stackelberg actor–critic approach B Baldacci, I Manziuk, T Mastrolia, M Rosenbaum Operations Research 71 (2), 727-749, 2023 | 10 | 2023 |
| Regulation of renewable resource exploitation I Kharroubi, T Lim, T Mastrolia SIAM Journal on Control and Optimization 58 (1), 551-579, 2020 | 8 | 2020 |
| A note on the Malliavin–Sobolev spaces P Imkeller, T Mastrolia, D Possamaï, A Réveillac Statistics & Probability Letters 109, 45-53, 2016 | 8 | 2016 |
| Ahead: Ad-hoc electronic auction design J Derchu, P Guillot, T Mastrolia, M Rosenbaum arXiv preprint arXiv:2010.02827, 2020 | 7 | 2020 |
| Density analysis of non-Markovian BSDEs and applications to biology and finance T Mastrolia Stochastic Processes and their Applications 128 (3), 897-938, 2018 | 7 | 2018 |
| Moral hazard in welfare economics: on the advantage of Planner's advices to manage employees' actions T Mastrolia arXiv preprint arXiv:1706.01254, 2017 | 6 | 2017 |
| Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents T Mastrolia, J Zhang arXiv preprint arXiv:2207.11087, 2022 | 4 | 2022 |
