PDI - Resultado de Búsqueda

Profesor Asistente

Universidad Técnica Federico Santa Mar??a

Santiago, Chile

Contract Theory, Stochastic Control, Optimization, Game Theory, Financial Mathematics.

Postdoc Full Time

UNIVERSIDAD DE CHILE

Ciencias Físicas y Matemáticas

Chile

2020 - 2023
Profesor Asistente Full Time

UNIVERSIDAD TECNICA FEDERICO SANTA MARIA

Santiago, Chile

2023 - A la fecha
Postdoc Full Time

UNIVERSITY OF MICHIGAN

Ann Arbor, Estados Unidos

2017 - 2019

Ingeniero de Proyectos Part Time

Centro de Investigación JRI S.A.

Santiago, Chile

2011 - 2013


Principal-Multiagents problem under equivalent changes of measure: General study and an existence result Hernández-Santibáñez, N Article ISI SCOPUS Stochastic Processes and their Applications (2024)
A continuous-time model of self-protection Article ISI SCOPUS Finance and Stochastics (2023)
POLLUTION REGULATION FOR ELECTRICITY GENERATORS IN A TRANSMISSION NETWORK Jofre, Alejandro Article ISI SCOPUS SIAM Journal on Control and Optimization (2023)
AN ADVERSE SELECTION APPROACH TO POWER PRICING Alasseur, Clemente; Ekeland, Ivar; Elie, Romuald; Santibanez, Nicolas Hernandez Article ISI SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2020)
Bank Monitoring Incentives Under Moral Hazard and Adverse Selection Hernandez Santibanez, Nicolas; Possamai, Dylan; Zhou, Chao Article ISI JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2020)
Prevention efforts, insurance demand and price incentives under coherent risk measures Bensalem, Sarah; Kazi-Tani, Nabil Article ISI SCOPUS Insurance: Mathematics and Economics (2020)
CONTRACT THEORY IN A VUCA WORLD Hernandez-Santibanez, Nicolas; Mastrolia, Thibaut Article ISI SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2019)


NEW METHODS FOR CONTINUOUS-TIME STACKELBERG GAMES Proyecto (2024)
SECOND-ORDER BSDES: NEW APPROACHES AND METHODS FOR STOCHASTIC CONTROL Proyecto (2020)

Profesor Asistente

Matemáticas

Universidad Técnica Federico Santa Mar??a

Santiago, Chile