Summary
Since October 2020, I am a Postodoctoral Research Associate in the Department of Mathematics & CFM - Imperial Institute of Quantitative Finance at Imperial College, London.
From October 2017 to September 2020, I was a PhD student at LAMA Laboratory, Université Gustave Eiffel, under the supervision of Romuald Elie (LAMA) and Dylan Possamaï (IEOR, Columbia University).
The research in Applied Mathematics I am conducting with my co–authors is a continuous path oscillating between Contract Theory, Nash Equilibria and Mean Field–Games, using recently introduced and state of the art tools in stochastic control. We study applications to Energy, Epidemiology and Finance.
More details can be found on my personal webpage. You can also visit my Google Scholar or Researchgate pages.
https://orcid.org/0000-0001-6058-6953Publications
Journals
Elie R, Hubert E, Mastrolia T, et al., 2021, Mean-field moral hazard for optimal energy demand response management, Mathematical Finance, Vol:31, ISSN:0960-1627, Pages:399-473
Elie R, Hubert E, Turinici G, 2020, Contact rate epidemic control of COVID-19: an equilibrium view, Mathematical Modelling of Natural Phenomena, Vol:15, ISSN:0973-5348, Pages:1-35
Hubert E, Turinici G, 2018, Nash-MFG equilibrium in a SIR model with time dependent newborn vaccination, Ricerche Di Matematica, Vol:67, ISSN:0035-5038, Pages:227-246