Dylan Possamaï: inaugural lecture
On 31 March, Professor Dylan Possamaï gave his inaugural lecture entitled: "Contract theory and optimal control: a (short) story about incentives". He has been professor at the Department since August 2020.
Excerpt from the laudatory speech
by Robert Weismantel, Head of Department
Now it is my pleasure to introduce the second speaker of the day: Dylan Possamaï.
Dylan received his PhD from the Ecole Polytechnique in France in 2011. After a short post-doctoral period, he became an assistant professor in Paris, where he stayed until 2017. In the same year, he accepted an offer from Columbia University and joined the Department of Industrial Engineering and Operations Research. After three years, in 2020, he left New York and came to Zurich to join ETH.
Dylan's research mostly revolves around optimal stochastic control in continuous time with a view towards applications in economics and finance. From a theoretical point of view, his focus is on backward stochastic differential equations and their extensions. More precisely he worked on robust finance in the past and now gives his research a more behavioural economics flavour by focusing on continuous time contract theory. A theory that has many applications in different areas like market regulation, energy transition, epidemic modeling, just to name a few. Recently, Dylan also started working on time-inconsistent stochastic control and I guess he will give us a little flavour of this work today.
Dylan the stage is yours. Welcome!