Regular biography
Prof. Dylan Possamaï is a Professor in the Department of Mathematics at ETH Zurich. His research interests are not explicitly detailed in the provided information. Prof. Possamaï's profile page can be accessed through the ETH Zurich Mathematics Department website, where additional details about his work and contact information may be found.
Scholar-generated biography
Dylan Possamaï is a Full Professor at ETH Zürich, specializing in Probability theory, stochastic calculus, mathematical finance, contract theory, and stochastic control and BSDEs. His research focuses on dynamic programming, optimal control, and risk management in financial contexts. He has contributed significantly to principal–agent problems, moral hazard, and robust utility maximization. His work includes studies on McKean–Vlasov optimal control, BSDEs with jumps, and mean-field moral hazard. Possamaï's research also addresses stochastic control for nonlinear kernels and non-Markovian time-inconsistent control. His publications emphasize applications in energy demand response and financial modeling under uncertainty.