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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

J. Chassagneux

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2 papers indexed here

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Preprint Oct 2026

Differentiability and Convexity of the Solution Maps for Fully Non-linear Parabolic HJB Equations

We study the dependence on the terminal condition of solutions to a fully nonlinear parabolic Hamilton--Jacobi--Bellman (HJB) equation, when the terminal condition varies along a finite-dimensional family. This problem is motivated by a dual formulation of semimartingale optimal transport. The equation is posed as a te...

J. Chassagneux, St'ephane Cr'epey, Grégoire Loeper et al. · 0 citations
Open access Aug 2026

Impact Investing With Shareholder Engagement

In this paper, we study the impact of shareholder engagement on asset prices and corporate practices. We develop a dynamic equilibrium model where heterogeneous green investors choose their optimal asset allocation and costly engagement efforts, and a representative firm sets its greenhouse gas (GHG) emissions to minim...

J. Chassagneux, Roxana Dumitrescu, O. Zerbib · 0 citations

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