A paraître
Publications Revues
- ALLOUCH N., FLORENZANO M.
Edgeworth and Walrasian equilibrium of an arbitrage-free exchange economy
Economic Theory, à paraître.
- CHATEAUNEUF A., COHEN M., MELIJSON I.
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank Dependant Expected Utility Model
Journal of Mathematical Economics, à paraître.
- CHATEAUNEUF A., EICHBERGER J., GRANT S.
A simple axiomatization and constructive representation proof for Choquet expected utility
Economic Theory, à paraître.
- CHATEAUNEUF A., LABREUCHE C., GRABISCH M., RICO A.
Preference Modeling on Totally Ordered Sets by the Sugeno Integral
accepté dans Discrete Applied Mathematics.
- CORNET B., MEDECIN J.-P.
A General Equilibrium Model of Spatial Economies: the Case of Infinite Locations
Economic Theory, accepté.
- DEMANGE M., MONNOT J., PASCHOS V.
Differential approximation results for the Steiner tree problem
Applied Mathematics Letters, à paraître.
- DEMANGE M., PASCHOS V.
Autour de nouvelles notions pour l’analyse des algorithmes d’approximation : de la structure de NPO à la structure des instances
RAIRO-Operations Research, à paraître.
- DEMANGE M., PASCHOS V.
Autour de nouvelles notions pour l’analyse des algorithmes d’approximation : formalisme unifié et classes d’approximation
RAIRO-Operations Research, à paraître.
- DEMANGE M..
Reducing off-line to on-line : an example and its applications
Yugoslav Journal of Operations Research, à paraître.
- FLORIG M.
Equilibrium Correspondence of Linear Exchange Economies
Journal of Optimization Theory and Applications, à paraître.
- HIFI M.
Approximate algorithms for the container loading problem
International Transactions in Operational Research, à paraître.
- HIFI M.
Dynamic programming and hill-climbing techniques for the constrained two-dimensional cutting stock problem
Journal of Combinatorial Optimization, à paraître.
- HIFI M.
Exact algorithms for the unconstrained three-dimensional cutting problem: a comparative study
Computers and Operations Research, à paraître.
- HIFI M., M'HALLAH R.
Approximate algorithms for constrained circular cutting problems
Computers and Operations Research, à paraître.
- HIFI M., M'HALLAH R.
A hybrid algorithm for two-dimensional layout problems: the cases of regular and irregular shapes
International Transactions in Operational Research, à paraître.
- HIFI M., PASCHOS V.Th., ZISSIMOPOULOS V.
A neural network for the minimum set covering problem
Chaos Solitons and Fractals, à paraître.
- LE VAN C., DURAN J.
A simple proof of existence of equilibrium in a one sector growth model with bounded or unbounded returns from below
Macroeconomic Dynamics, à paraître.
- LE VAN C., VAILAKIS Y.
Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment
Economic Theory, à paraître.
- MARTINS DA ROCHA V.F.
Equilibria in large economies with differentiated commodities and non-ordered preferences
Economic Theory, à paraître.
- MONJARDET B.
The presence of lattice theory in discrete problems of mathematical social sciences.
Mathematical Social Sciences (2003) à paraître.
- MONJARDET B., RADERINIRINA V.
Lattices of choice functions and consensus problems
Social choice and Welfare, à paraître.
- SOUTIF E., BILLIONNET A.
Using a mixed integer programming tool for solving the 0-1 quadratic knapsack problem
INFORMS Journal on Computing, à paraître.
2003
Publications Revues
- ALLOUCH N.
A note on two notions of arbitrage
Economics Bulletin, 4 (2003), 1-7
- BERNIS G., GOBET E., KOHATSU-HIGA A.
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
Mathematical Finance, 13/1 (2003), 99-113.
- BONNISSEAU J.M., FLORIG M.
Existence and Optimality of Oligopoly Equilibria in Linear Exchange Economies
Economic Theory, 22 (2003) 669-725.
- BONNISSEAU J.-M., FLORIG M.
Existence and Optimality of Oligopoly Equilibria in Linear Exchange Economies
Economic Theory, 22 (2003), 669-725.
- BOTTAZZI J.-M., DE MEYER B.
A Market Game for Assets and Taxed Investors
Journal of Mathematical Economics, 39/5-6 (2003).
- CORNET B., TOPUZU M., YILDIZ A.
Equilibrium Theory with a Measure Space of Possibly Satiated Consumers
Journal of Mathematical Economics, 39/3-4 (2003).
- DAVILA J.
Sunspot Cycles
Economic Theory, 22 (2003), 169-192.
- DAVILA J.
Multiplicity, Instability and Sunspots in Games
Journal of Mathematical Economics, 39/3-4 (2003)
- DE MEYER B., SALEY H.M.
On the strategic origin of Brownian motion in finance
International Journal of Game Theory 31/2 (2003), 285-319.
- FLORIG M.
Arbitrary Small Indivisibilities
Economic Theory, 22 (2003), 831-843
- MARTINS DA ROCHA V.F.
Equilibria in large economies with a separable Banach commodity space and non-ordered preferences
Journal of Mathematical Economics 39/7 (2003).
- MONJARDET B., CASPARD N.
The lattice of closure systems, closure operators and implicational systems on a finite set: a survey
Discrete Applied Mathematics, 127/2 (2003), 241 - 269.
Cahiers MSE Série Bleue
- ALIPRANTIS C. D., FLORENZANO M., TOURKY R.
Linear and non-linear price decentralization
Cahiers MSE Série Bleue, 78 (2003).
Résumé
- ALLOUCH N., LE VAN C., PAGE F. H. Jr
Arbitrage, equilibrium and nonsatiation
Cahiers MSE Série Bleue, 24 (2003).
Résumé
- ARAUJO A., MARTINS DA ROCHA V. F., KLINGER MONTEIRO P.
Equilibria in asset markets with a continuum of agents
Cahiers MSE Série Bleue, 59 (2003).
Résumé
PDF
- BERNIS G., GIRAUD G.
Nash implementation with an infinite-dimensional trade space
Cahiers MSE Série Bleue, 104 (2003).
Résumé
PDF
- BONNISSEAU J.-M., IEHLE V.
Payoffs-dependent balancedness and cores
Cahiers MSE Série Bleue, 45 (2003).
Résumé
PDF
- BONNISSEAU J.-M., JAMIN A.
The survival assumption in the existence problem of equilibria under increasing returns
Cahiers MSE Série Bleue, 44 (2003).
Résumé
PDF
- BONNISSEAU J.-M., RIVERA CAYUPI J.
Constrained consumptions and regular economies
Cahiers MSE Série Bleue, 51 (2003).
Résumé
PDF
- BOTTAZZI J.-M., DE MEYER B.
A market game for assets and taxed investors
Cahiers MSE Série Bleue, 25 (2003).
Résumé
- BOTTAZZI J-M
Incomplete markets : robustness of the real indeterminacy
Cahiers MSE Série Bleue, 64 (2003).
Résumé
PDF
- BOUTET N., KOEHLER E.
The euro yield curve : a niche arbitrage ?
Cahiers MSE Série Bleue, 55 (2003).
Résumé
PDF
- CASPARD N., MONJARDET B.
The lattice of finite convex geometries
Cahiers MSE Série Bleue, 103 (2003).
Résumé
- CASPARD N., MONJARDET B.
Lattice of closure systems on a finite set
Cahiers MSE Série Bleue, 58 (2003).
Résumé
PDF
- CHARON I., HUDRY O.
Optimal clique-partitions of multipartite graphs
Cahiers MSE Série Bleue, 121 (2003).
Résumé
PDF
- CHARON I., HUDRY O.
The noising methods : a survey
Cahiers MSE Série Bleue, 128 (2003).
Résumé
PDF
- CHARON I., HUDRY O.
Noising methods for a clique partitioning problem
Cahiers MSE Série Bleue, 129 (2003).
Résumé
PDF
- CHATEAUNEUF A., EICHBERGER J., GRANT S.
Choice under uncertainty with the best and worst in mind : neo-additive capacities
Cahiers MSE Série Bleue, 01 (2003).
Résumé
- CHATEAUNEUF A., EICHBERGER J., GRANT S.
A simple axiomatization and constructive representation proof for Choquet expected utility
Cahiers MSE Série Bleue, 02 (2003).
Résumé
- CHATEAUNEUF A., REBILLE Y.
Some characterizations of non-additive multi-periodic models
Cahiers MSE Série Bleue, 03 (2003).
Résumé
- CHATEAUNEUF A., REBILLE Y.
A Yosida-Hewitt decomposition for totally monotone games
Cahiers MSE Série Bleue, 05 (2003).
Résumé
- CHEBBI H.
Marginal interpretation of Pontryagin principles multipliers in discrete time framework with infinite horizon
Cahiers MSE Série Bleue, 62 (2003).
Résumé
- CITANNA A., SCHMEDERS K.
Excess price volatility and financial innovation
Cahiers MSE Série Bleue, 68 (2003).
Résumé
PDF
- CORNET B., DE BOISDEFFRE L.
Elimination of arbitrage states in asymmetric information models
Cahiers MSE Série Bleue, 49 (2003).
Résumé
PDF
- CORNET B., DE BOISDEFFRE L.
Arbitrage and price revelation with asymmetric information and incomplete markets
Cahiers MSE Série Bleue, 52 (2003).
Résumé
PDF
- CORNET B., YILDIZ A.
Equilibria with slack and monetary equilibria with a measure space of consumers
Cahiers MSE Série Bleue, 57 (2003).
Résumé
- CRES H., TVEDE M.
Proxy fights in incomplete markets : when side payments are consistent with majority voting
Cahiers MSE Série Bleue, 67 (2003).
Résumé
PDF
- CRES H., TVEDE M.
Voting in assemblies of shareholders and incomplete markets
Cahiers MSE Série Bleue, 69 (2003).
Résumé
PDF
- D'ALBIS H., LE VAN C.
On the existence of a competitive equilibrium in the Lucas (1988) model
Cahiers MSE Série Bleue, 100 (2003).
Résumé
PDF
- DAVID D.-J.
Système de création semi-automatisée de sites internet
Cahiers MSE Série Bleue, 131 (2003).
Résumé
PDF
- DAVILA J.
Multiplicity, instability and sunspots in games
Cahiers MSE Série Bleue, 80 (2003).
Résumé
PDF
- DAVILA J., EECKHOUDT J.
Is bargaining over prices efficient ?
Cahiers MSE Série Bleue, 73 (2003).
Résumé
PDF
- DAVILA J., GOTTARDI P., KAJII A.
Local sunspot equilibria reconsidered
Cahiers MSE Série Bleue, 74 (2003).
Résumé
PDF
- DE BOISDEFFRE L.
The information space in finite dimensional economies
Cahiers MSE Série Bleue, 106 (2003).
Résumé
- DE BOISDEFFRE L.
No-arbitrage equilibria with differential information : a proof of existence
Cahiers MSE Série Bleue, 107 (2003).
Résumé
- FLORIG M.
Corrections to hierarchic competitive equilibria
Cahiers MSE Série Bleue, 65 (2003).
Résumé
PDF
- GIRAUD G., QUAH J.K.H.
Exact homothetic or Cobb-Douglas behavior through aggregation
Cahiers MSE Série Bleue, 101 (2003).
Résumé
PDF
- GIRAUD G., STAHN H.
Nash implementation of competitive equilibria via a bounded mechanism
Cahiers MSE Série Bleue, 105 (2003).
Résumé
PDF
- GOURDEL P., LE VAN C., NG0C L.H., MAZAMBA T.
Equilibrium and competitive equilibrium in a discrete time Lucas model
Cahiers MSE Série Bleue, 81 (2003).
Résumé
PDF
- GOURDEL P., NG0C L. H., LE VAN C., MONNIER J.-M.
Les effets sur la croissance et l'emploi d'une réforme équitable du mode de financement des dépenses de santé : préliminaires d'une maquette économétrique
Cahiers MSE Série Bleue, 46 (2003).
Résumé
PDF
- HIFI M., MHALLA H., SADFI S.
Sensitivity of the optimum to perturbations of the weight or profit of an item in the binary knapsack problem
Cahiers MSE Série Bleue, 60 (2003).
Résumé
PDF
- HIFI M., MICHRAFI M., SBIHI A.
Algorithms for the multiple-choice multi-dimensional knapsack problem
Cahiers MSE Série Bleue, 31 (2003).
Résumé
PDF
- HIFI M., MICHRAFI M., SBIHI A.
A reactive local search-based algorithm for the multiple-choice multi-dimensional knapsack problem
Cahiers MSE Série Bleue, 33 (2003).
Résumé
PDF
- HUDRY O.
Machines de Turing et complexité algorithmique
Cahiers MSE Série Bleue, 119 (2003).
Résumé
PDF
- HUDRY O.
Votes et paradoxes : les élections ne sont pas monotones !
Cahiers MSE Série Bleue, 120 (2003).
Résumé
PDF
- HUDRY O.
A note on Woeginger's paper: Banks winners in tournaments are difficult to recognize
Cahiers MSE Série Bleue, 123 (2003).
Résumé
PDF
- IEHLE V.
Tarification stable dans les monopoles discriminants
Cahiers de la MSE Série Bleue 98 (2003).
Résumé
PDF
- LE VAN C., MAGNIEN F.
No-arbitrage condition and existence of equilibria in asset markets with a continuum of traders
Cahiers MSE Série Bleue, 47 (2003).
Résumé
PDF
- LE VAN C., PAGE F. H. Jr, WOODERS M.
Arbitrage and externalities
Cahiers MSE Série Bleue, 48 (2003).
Résumé
PDF
- LEFORT J.-P.
On some decompositions of coalitional games
Cahiers MSE Série Bleue, 43 (2003).
Résumé
PDF
- MARTINS DA ROCHA V. F., TORRES-MARTINEZ J.-P.
Endogenous collateral
Cahiers MSE Série Bleue, 63 (2003).
Résumé
- MARTINS DA ROCHA V. F., TRIKI L.
On the existence of financial equilibria with incomplete markets
Cahiers MSE Série Bleue, 56 (2003).
Résumé
PDF
- MARTINS DA ROCHA V. F., YANNELIS N. C.
Non-emptiness of the alpha-core and applications to differential information economies
Cahiers MSE Série Bleue, 61 (2003).
Résumé
- MONJARDET B.
Social choice theory and the "Centre de Mathématique Sociale". Some historical notes
Cahiers MSE Série Bleue, 50 (2003).
Résumé
PDF
- NGUYEN T.M.D., SCHWAB L.
Impacts du progrès technique étranger transféré par les importations et les entreprises étrangères sur la croissance économique du Vietnam
Cahiers MSE Série Bleue, 29 (2003).
Résumé
- REBILLE Y.
Patience in some non-additive models
Cahiers MSE Série Bleue, 04 (2003).
Résumé
2002
Publications Revues
- ALLOUCH N.
An equilibrium existence result with short selling
Journal of Mathematical Economics, 37 (2002), 81-94.
- ALLOUCH N., LE VAN C, PAGE F.
The geometry of arbitrage and the existence of competitive equilibrium
Journal of Mathematical Economics, 38 (2002), 373-392.
- BERNIS G.
Equilibrium in a reinsurance market with short sale constraints
Economic Theory, 20/2 (2002), 295-320.
- BONNISSEAU J.-M.
The Marginal Pricing Rule in Economies with Infinitely Many Commodities
Positivity, 6 (2002), 275-296.
- BOTTAZZI J.-M.
Incomplete Markets : Transverse Financial Structures
Economic Theory 1(2002), 67-82.
- CHATEAUNEUF A., ABOUDA M.
Characterization of symmetrical monotone risk aversion in the RDEU model
Mathematical Social Sciences, 44 (2002), 1-15.
- CHATEAUNEUF A., ABOUDA M.
Positivity of bid-ask spreads and symmetrical monotone risk aversion
Theory and Decision, 52 (2002),149-170.
- CHATEAUNEUF A., BILLOT A., GILBOA I., TALLON J.M.
Bargaining over an uncertain outcome: the role of beliefs
Decision in Economics and Finance, 25 (2002), 33-45.
- CHATEAUNEUF A., GAJDOS T., WILTHIEN P.-H.
The principle of strong diminishing transfer
Journal of Economic Theory, 103 (2002), 311-333.
- CHATEAUNEUF A., TALLON J.M.
Diversification , convex preferences and non-empty core
Economic Theory, 19 (2002), 509-523.
- CHATEAUNEUF A., TALLON J.M.
Diversification, convex preferences, and non-empty core in the Choquet expected utility model
Economic Theory, 19/3 (2002), 509-523.
- CORNET B.
Euler Characterictic and Fixed-Point Theorems
Positivity, 6 (2002), 243-260.
- CORNET B., ALIPRANTIS C.-D., TOURKY R.
Economic Equilibrium : Optimality and Price Decentralization
Positivity, 6 (2002), 205-241.
- CORNET B., ALIPRANTIS C.-D., TOURKY R.
Introduction to the Special Issue on Mathematical Economics
Positivity, 6 (2002), 201-204.
- CORNET B., DE BOISDEFFRE L.
Arbitrage and Price Revelation with Asymmetric Information and Incomplete Markets
Journal of Mathematical Economics, 38 (2002), 393-410.
- CORNET B., MEDECIN J.-P.
Fatou’s Lemma for Gelfand Integrable Mappings
Positivity, 6 (2002), 297-315.
- DE MEYER B., ROYNETTE B., VALLOIS P., YOR M.
On independent times and positions for Brownian motions
Revista Matematica Iberoamericana 18 (2002), 541-586.
- DIMARIA C.-H., LE VAN C.
Optimal growth, debt, corruption and R&D
Macroeconomic Dynamics, 6/5 (2002).
- HIFI M., M'HALLAH R.
A best-local position procedure-based heuristic for the two-dimensional layout problem
Studia Informatica Universalis, Special Issue on Cutting, Packing and Knapsacking, vol. 2, pp. 33-56, 2002.
- HIFI M., SADFI S.
The knapsack sharing problem: an exact algorithm
Journal of Combinatorial Optimization, 6 (2002), 35-54.
- HIFI M., SADFI S., SBIHI A.
An efficient algorithms for the knapsack sharing problem
Computational Optimization and Applications, 23 (2002), 27-45.
- LE VAN C., DIMARIA C.-H.
Optimal growth, debt, corruption and R&D
Macroeconomic Dynamics, 6 (2002), 597-613.
- LE VAN C., MORHAIM L.
Optimal growth models with bounded or unbounded returns: a unifying approach
Journal of Economic Theory, 105 (2002), 158-187.
- LE VAN C., MORHAIM L., DIMARIA C.-H.
The discrete time version of the Romer model
Economic Theory, 20 (2002), 133-158.
- MONJARDET B., BORDALO G.
The lattice of strict completions of a finite poset
Algebra Universalis, 47 (2002), 183-200.
- SONER H.M., TOUZI N.
Dynamic programming for stochastic target problems and geometric flows
Journal of the European Mathematical Society, 4/3 (2002), 201-236.
- TOUZI N., VIEILLE N.
Continuous time Dynkin games with mixed strategies
SIAM Journal on Control and Optimization, 41/4 (2002), 1073-1088.
Livres
- GOURDEL P., NG0C L.H., LE VAN C., MONNIER J.-M.
Les effets sur la croissance et l'emploi d'une réforme équitable du mode de financement des dépenses de santé : préliminaires d'une maquette économétrique
Politiques sociales et croissance économique, Volume 1, pp 31-46, L'Harmattan, 2002.
Proceedings de Congrès
- DEMANGE M., MONNOT J., PASCHOS V., DE WERRA D.
Weighted node coloring: when stable sets are expensive
Proc. 28 th International Workshop on Graph Theoretical Concepts in Computer Science WG 2002, LNCS 2573, Ed. L. Kucera, Springer-Verlag, 2002, 114-125.
- DEMANGE M., PASCHOS V.
Algorithms and models for the on-line vertex-covering
Proc. 28 th International Workshop on Graph Theoretical Concepts in Computer Science WG 2002, LNCS 2573, L. Kucera, Springer-Verlag, 2002, 102-113.
Cahiers MSE Série Bleue
- ABDOU J.
Rectangular game forms
Cahiers MSE Série Bleue, 114 (2002).
Résumé
PDF
- ABDOU J., KEIDING H.
Stable effectivity sheaves
Cahiers MSE Série Bleue, 118 (2002).
Résumé
- ABDOU J., KEIDING H.
On necessary and sufficient conditions for solvability of game forms
Cahiers MSE Série Bleue, 121 (2002).
Résumé
PDF
- ALIPRANTIS C. D., CORNET B., TOURKY R.
Economic equilibrium : optimality and price decentralization
Cahiers MSE Série Bleue, 115 (2002).
Résumé
PDF
- ALIPRANTIS C. D., FLORENZANO M., MARTINS DA ROCHA V.F., TOURKY R.
General equilibrium in financial markets with countably many securities
Cahiers MSE Série Bleue, 113 (2002).
Résumé
PDF
- ALIPRANTIS C. D., FLORENZANO M.,TOURKY R.
General equilibrium analysis in ordered topological vector spaces
Cahiers MSE Série Bleue, 128 (2002).
Résumé
PDF
- ALLOUCH N., LE VAN C., PAGE F.H. Jr
The geometry of arbitrage and the existence of competitive equilibrium
Cahiers MSE Série Bleue, 92 (2002).
Résumé
- AUBIN J.-P., HADDAD G.
Impulse capture basins of sets under impulse control systems
Cahiers MSE Série Bleue, 30 (2002).
Résumé
- AUSIELLO G., BAZGAN C., DEMANGE M., PASCHOS V. Th.
Completeness in differential approximation
Cahiers MSE Série Bleue, 131 (2002).
Résumé
- BILLIONNET A., SOUTIF E.
Using a mixed integer programming tool for solving the 0-1 quadratic knapsack problem
Cahiers MSE Série Bleue, 91 (2002).
Résumé
- BONNISSEAU J.-M., FLORIG M.
Existence and optimality of oligopoly equilibria in linear exchange economies
Cahiers MSE Série Bleue, 112 (2002).
Résumé
- BONNISSEAU J.-M., FLORIG M.
Boundary behaviour of equilibria for linear exchange economies
Cahiers MSE Série Bleue, 122 (2002).
Résumé
- BONNISSEAU J.-M., LACHIRI O.
Drèze's criterion in a multi-periods economy with stock markets
Cahiers MSE Série Bleue, 98 (2002).
Résumé
PDF
- BONNISSEAU J.-M., LAHMANDI-AYED R.
Multiproduct firms in vertically differentiated markets
Cahiers MSE Série Bleue, 119 (2002).
Résumé
- CHATEAUNEUF A., RICO A.
Modeling attitudes toward uncertainty through the use of Sugeno integral
Cahiers MSE Série Bleue, 117 (2002).
Résumé
- CORNET B.
Euler characteristic and fixed-point theorems
Cahiers MSE Série Bleue, 123 (2002).
Résumé
PDF
- CORNET B., MARTINS DA ROCHA V.F.
Fatou's lemma for unbounded Gelfand integrable mappings
Cahiers MSE Série Bleue, 109 (2002).
Résumé
- CORNET B., MEDECIN J.-P.
A general equilibrium model of spatial economies : the case of infinite locations
Cahiers MSE Série Bleue, 99 (2002).
Résumé
- CORNET B., MEDECIN J.-P.
Existence of equilibria in economies with a continuum of consumers and consumption-dependent endowments
Cahiers MSE Série Bleue, 100 (2002).
Résumé
- CORNET B., MEDECIN J.-P.
A general equilibrium model of spatial economies : the case of finite locations
Cahiers MSE Série Bleue, 101 (2002).
Résumé
- CORNET B., TOPUZU M., YILDIZ A.
Equilibrium theory with a measure space of possibly satiated consumers
Cahiers MSE Série Bleue, 110 (2002).
Résumé
PDF
- CRETTEZ B., BONNISSEAU J.-M.
On the characterization of efficient production vectors
Cahiers MSE Série Bleue, 39 (2002).
Résumé
- DE MEYER B., MARINO A.
Continuum versus discrete time market game
Cahiers MSE Série Bleue, 111 (2002).
Résumé
- DE MEYER B., SALEY H. M.
On the strategic origin of Brownian motion in finance
Cahiers MSE Série Bleue, 116 (2002).
Résumé
- DE WERRA D., DEMANGE M., MONNOT J., PASCHOS V. Th.
A hypocoloring model for batch scheduling
Cahiers MSE Série Bleue, 132 (2002).
Résumé
- DOMENACH F., LECLERC B.
Closure systems, implicational systems, overhanging relations and the case of hierarchical classification
Cahiers MSE Série Bleue, 49 (2002).
Résumé
- ESTEBAN BRAVO M., GOURDEL P.
On the existence of a competitive equilibrium revisited
Cahiers MSE Série Bleue, 135 (2002).
Résumé
- ESTEBAN BRAVO M., GOURDEL P.
On general equilibrium in economies with externalities
Cahiers MSE Série Bleue, 136 (2002).
Résumé
- FLORENZANO M., GOURDEL P., JOFRE A.
Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies
Cahiers MSE Série Bleue, 129 (2002).
Résumé
PDF
- FLORIG M., YILDIZ A.
Equilibria without nonsatiation
Cahiers MSE Série Bleue, 107 (2002).
Résumé
- HAUSER BORDALO G., MONJARDET B.
Finite orders and their minimal strict completion lattices
Cahiers MSE Série Bleue, 58 (2002).
Résumé
PDF
- HIFI M.
Exact algorithms for unconstrained three-dimensional cutting problems : a comparative study
Cahiers MSE Série Bleue, 13 (2002).
Résumé
- HIFI M.
Dynamic programming and hill-climbing techniques for constrained two-dimensional cutting stock problems
Cahiers MSE Série Bleue, 29 (2002).
Résumé
- HIFI M., M'HALLAH R.
A hybrid algorithm for the two-dimensional layout problem : the cases of regular and irregular shapes
Cahiers MSE Série Bleue, 14 (2002).
Résumé
- HIFI M., M'HALLAH R.
A genetic algorithm-based heuristic for constrained circular cutting problems
Cahiers MSE Série Bleue, 103 (2002).
Résumé
- HIFI M., M'HALLAH R.
An exact algorithm for constrained two-dimensional two-staged cutting stock problems
Cahiers MSE Série Bleue, 104 (2002).
Résumé
- LAHMANDI-AYED R., MATOUSSI M.-S.
Long-term effects of watter markets : investing or rent-seeking ?
Cahiers MSE Série Bleue, 11 (2002).
Résumé
PDF
- LE VAN C., CAGRI SAGLAM H.
Optimal growth models and the Lagrange multiplier
Cahiers MSE Série Bleue, 93 (2002).
Résumé
- LE VAN C., CAGRI SAGLAM H.
Quality of knowledge technology, returns to production technology and economic development
Cahiers MSE Série Bleue, 94 (2002).
Résumé
- LE VAN C., MORHAIM L.
On optimal growth models when the discount factor is near 1 or equal to 1
Cahiers MSE Série Bleue, 97 (2002).
Résumé
- LE VAN C., VAILAKIS Y.
Recursive utility and optimal growth with bounded or unbounded returns
Cahiers MSE Série Bleue, 95 (2002).
Résumé
- LE VAN C., VAILAKIS Y.
Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment
Cahiers MSE Série Bleue, 96 (2002).
Résumé
- MARTINS DA ROCHA V.F.
Equilibria in economies with a measure space of agents and non-ordered preferences
Cahiers MSE Série Bleue, 105 (2002).
Résumé
PDF
- MARTINS DA ROCHA V.F.
Equilibria in large economies with a separable Banach commodity space and non-ordered preferences
Cahiers MSE Série Bleue, 106 (2002).
Résumé
PDF
- MARTINS DA ROCHA V.F.
Equilibria in large economies with differentiated commodities and non-ordered preferences
Cahiers MSE Série Bleue, 108 (2002).
Résumé
PDF
- MEDECIN J.-P.
Morse's lemma with parameter
Cahiers MSE Série Bleue, 102 (2002).
Résumé
- MONJARDET B.
The presence of lattice theory in discrete problems of mathematical social sciences. Why ?
Cahiers MSE Série Bleue, 45 (2002).
Résumé
PDF
- MONJARDET B.
De Condorcet à Arrow via Guilbaud, Nakamura et les jeux simples
Cahiers MSE Série Bleue, 124 (2002).
Résumé
PDF
- MONJARDET B., RADERANIRINA V.
Lattices of choice functions and consensus problems
Cahiers MSE Série Bleue, 59 (2002).
Résumé
- RICO A., GRABISCH M.
An adaptation from decision under uncertainty to multicriteria decision making
Cahiers MSE Série Bleue, 120 (2002).
Résumé
- RICO A., GRABISCH M., LABREUCHE C., CHATEAUNEUF A.
Preference modeling on totally ordered sets by the Sugeno integral
Cahiers MSE Série Bleue, 130 (2002).
Résumé
- SEGHIR K.
Overlapping generations model in incomplete markets : the numeraire case I
Cahiers MSE Série Bleue, 71 (2002).
Résumé
- SEGHIR K.
Overlapping generations model in incomplete markets : the numeraire case II
Cahiers MSE Série Bleue, 72 (2002).
Résumé
2001
Publications Revues
- BENSAID B., BOTTAZZI J.-M.
Evaluation de quelques intruments quantos
Finance, 22/2 (2001), 25-50.
- BLOT J., HAYEK N.
Sufficient conditions for the infinite-horizon calculus of variations problems
ESAIM Control, Optimisation and Calculus of Variations 5 (2000),279-292.
- BLOT J., HAYEK N.
Conjugate points in infinite-horizon control problems
Automatica 37 (2001), 523-526.
- BONNISSEAU J.M., FLORIG M., JOFRE A.
Differentiability of equilibria for linear exchange economies
Journal of Optimization Theory and Applications, 109 (2001), 263-288.
- BONNISSEAU J.M., FLORIG M., JOFRE A.
Continuity and uniqueness of equilibria for linear exchange economies
Journal of Optimization Theory and Applications, 109 (2001), 237-263.
- BONNISSEAU J.M., MEDECIN J.P.
Existence of Marginal Cost Pricing Equilibria in Economies with Externalities and Non-convexities
Journal of Mathematical Economics, 36 (2001), 271-294.
- CARASSUS L., PHAM H., TOUZI N.
Arbitrage and domination costs in a discrete-time model with convex portfolio constraints
Mathematical Finance, 11/3 (2001), 315-329.
- CHATEAUNEUF A., KAST R., LAPIED A.
Conditioning capacities and Choquet integrals: the role of comonotony
Theory and Decision, 51 (2001), 367-386.
- CHEBBI H.
Discrete time Pontryagin Principles with infinite Horizon
Journal of Mathematical Analysis and Applications 246 (2000), 265-279.
- CORNET B., CZARNECKI M.-O.
Existence of generalized equilibria of correspondences
Nonlinear Analysis, 44 (2001), 555-573.
- DAVILA J.
Time and Uncertainty in Overlapping Generations Economies
Journal of Economic Theory, 100 (2001), 356-386.
- DE MEYER B., ROYNETTE B., VALLOIS P., YOR M.
Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien (Bu, u>0)
Comptes rendus de l'Académie des sciences - Série I - Mathématique 333 ( 2001), 1017-1022.
- DEELSTRA G., PHAM H., TOUZI N.
Dual formulation of the utility maximization problem under transaction costs
Annals of Applied Probability, 11/4 (2001), 1353-1383.
- DEMANGE M., LORENZO J.
Approximating values and solutions of NP-optimization problems: concepts and examples
Foundations of Computing and Decision Sciences, 26/2 (2001), 145-168.
- DEMANGE M., MONNOT J., PASCHOS V.
Maximizing the number of unused bins
Foundations of Computing and Decision Sciences, 26/2 (2001), 169-186.
- FLORENZANO M., GOURDEL P., PASCOA M.R.
Overlapping generations models with incomplete markets
Journal of Mathematical Economics 36 (2001) 201-218.
- FLORENZANO M., MARAKULIIN V.
Production equilibria in vector lattices
Economic Theory 17/3 (2001)577-598.
- FLORENZANO M., MORENO E.
Linear exchange economies with a continuum of agents
Spanish Economic Review 3 (2001), 253-272.
- FLORIG M.
On Irreducible Economies
Annales d'Economie et de Statistique, 61 (2001), 183-199.
- FLORIG M.
Hierarchic Competitive Equilibria
Journal of Mathematical Economics, 35/4 (2001), 515-546.
- HIFI M.
Exact algorithms for large-scale unconstrained two and three staged unconstrained cutting problems
Computational Optimization and Applications, 18/1 (2001), 63-88.
- HIFI M., ROUCAIROL C.
Exact and approximate algorithms for constrained two-staged cutting stock problems
Journal of Combinatorial Optimization, 5/4 (2001), 465-494.
- LE VAN C., PAGE F., WOODERS M.
Arbitrage and equilibrium in economies with externalities
Journal of Global Optimization, 20 (2001), 309-321.
- LE VAN C., TRUONG XUAN D.H.
Asset market equilibrium in Lp spaces with separable utilities
Journal of Mathematical Economics, 36 (2001), 241-254.
- LEFEBVRE I.
An alternative proof of the nonemptiness of the private core
Economic Theory18/2 (2001), 275-291.
- MONJARDET B., RADERANIRINA V.
The duality between the anti-exchange closure operators and the path independent choice operators on a finite set
Mathematical Social Sciences,41/2 (2001), 131-150.
- PENNEQUIN D.
Existence results on almost periodic solutions of discrete time equations
Discrete and Continuous Dynamical System65/1-3 (2001), 83-113.
Livres
- DAVILA J., GUESNERIE R.
Sunspot Fluctuations in Systems with Memory
in Assessing Rational Expectations : Sunspot Multiplicity and Economic Fluctuations, MIT Press (2001)
- FLORENZANO M., GOURDEL P., PASCOA M.R.
Classical overlapping generations models with incomplete markets
in Approximation, Optimization and Mathematical Economics, ed. M. Lassonde, Physical Verlag (2001), 97-108.
Proceedings de Congrès
- DEMANGE M., PASCHOS V.
Two-steps combinatorial optimization
Proc. workshop OLCP'01, Ed. S. de Givry and J. Mattioli, Thales R&D, 2001, 37-44.
Cahiers MSE Série Bleue
- ALESKEROV F., MONJARDET B.
Preference, utility and choice : classic models
Cahiers MSE Série Bleue, 91 (2001).
Résumé
- AUBIN J.-P., HADDAD G.
Detectability through measurements under impulse differential inclusions
Cahiers MSE Série Bleue, 30 (2001).
Résumé
- AUBIN J.-P., HADDAD G.
Cadenced runs and hybrid control systems
Cahiers MSE Série Bleue, 19 (2001).
Résumé
- AUBIN J.-P., HADDAD G.
History (path) dependent optimal control and portfolio valuation and management
Cahiers MSE Série Bleue, 59 (2001).
Résumé
- BAILLON J.-B., COMINETTI R.
A convergence result for non-autonomous subgradient evolution equations and its application to the steepest descent exponential penalty trajectory in linear programming
Cahiers MSE Série Bleue, 33 (2001).
Résumé
- BERLIANT M., PAGE F.H.
Income taxes and the provision of public goods : optima with balanced government budgets
Cahiers MSE Série Bleue, 37 (2001).
Résumé
- BLOT J.
A stochastic discrete-time infinite-horizon Pontryagin principle
Cahiers MSE Série Bleue, 78 (2001).
Résumé
- BLOT J., MICHEL P.
On the value-function of an infinite-horizon linear-quadratic problem
Cahiers MSE Série Bleue, 34 (2001).
Résumé
- BLOT J., MICHEL P.
On the Liapunov second method for difference equations
Cahiers MSE Série Bleue, 74 (2001).
Résumé
- BONNISSEAU J.-M.
Regular economies with non-ordered preferences
Cahiers MSE Série Bleue, 75 (2001).
Résumé
PDF
- CHATEAUNEUF A., COHEN M., MEILIJSON I.
Comonotonicity-based stochastic orders generated by single crossings of distributions with applications to attitudes to risk in the Rank-dependent Expected Utility model
Cahiers MSE Série Verte, 76 (2001).
Résumé
PDF
- CHATEAUNEUF A., REBILLE Y.
Tax progression and the relative differentials ordering
Cahiers MSE Série Bleue, 85 (2001).
Résumé
- CHATEAUNEUF A., RICO A.
A Sugeno integral representation under Stone conditions
Cahiers MSE Série Bleue, 86 (2001).
Résumé
- DE WERRA D., HANSEN P.
Stable sets and chromatic number
Cahiers MSE Série Bleue, 15 (2001).
Résumé
- DE WERRA D., HANSEN P.
Panchromatic chains and paths
Cahiers MSE Série Bleue, 0B (001.).
Résumé
- DEMANGE M.
Reducing off-line to on-line : an example and its applications
Cahiers MSE Série Bleue, 89 (2001).
Résumé
- DEMANGE M., DE WERRA D., MONNOT J., PASCHOS V. Th.
Time slot scheduling of compatible jobs
Cahiers MSE Série Bleue, 92 (2001).
Résumé
- DEMANGE M., PASCHOS V. Th.
On-line vertex-covering
Cahiers MSE Série Bleue, 90 (2001).
Résumé
- DEMANGE M., PASCHOS V. Th.
Two-steps combinatorial optimization
Cahiers MSE Série Bleue, 93 (2001).
Résumé
- DEMANGE M., PASCHOS V. Th.
Réflexion autour de nouvelles notions pour l'analyse des algorithmes d'approximation
Cahiers MSE Série Bleue, 95 (2001).
Résumé
- DOMENACH F., LECLERC B.
On the roles of Galois connections in classification
Cahiers MSE Série Bleue, 25 (2001).
Résumé
- EL HIDAOUI M.
Dual formulation general case
Cahiers MSE Série Bleue, 42 (2001).
Résumé
- FLORIG M., MEDDEB M.
Incomplete markets with nominal assets : slack and money
Cahiers MSE Série Bleue, 47 (2001).
Résumé
- FLORIG M., RIVERA CAYUPI J.
Equilibrium with indivisible goods and paper money
Cahiers MSE Série Bleue, 69 (2001).
Résumé
- HIFI M.
An exact algorithm for the container loading problem
Cahiers MSE Série Bleue, 48 (2001).
Résumé
- HIFI M.
Approximate algorithms for the container loading problem
Cahiers MSE Série Bleue, 52 (2001).
Résumé
- HIFI M.
Approximate strip generation algorithms for constrained two-dimensional two-staged cutting stock problems
Cahiers MSE Série Bleue, 96 (2001).
Résumé
- HIFI M., M'HALLAH R.
A best-local position procedure-based heuristic for the two-dimensional layout problem
Cahiers MSE Série Bleue, 70 (2001).
Résumé
- HIFI M., PASCHOS V. TH., ZISSIMOPOULOS V.
A neural network for the minimum set covering problem
Cahiers MSE Série Bleue, 56 (2001).
Résumé
- HIFI M., PASCHOS V. Th., ZISSIMOPOULOS V.
A simulated annealing approach for the circular cutting problem
Cahiers MSE Série Bleue, 77 (2001).
Résumé
- MACMINN R.D., PAGE F.H.
Stock options and capital structure
Cahiers MSE Série Bleue, 36 (2001).
Résumé
- PAGE F.H., MONTEIRO P.K.
Three principles of competitive nonlinear pricing
Cahiers MSE Série Bleue, 8B (001.).
Résumé
- SEGHIR K., TRIKI L., KANELLOPOULOU S.
The survival assumption and the existence of equilibrium with incomplete markets
Cahiers MSE Série Bleue, 41 (2001).
Résumé
- STACHURSKI J.
Stability and equilibrium properties of increasing returns growth models
Cahiers MSE Série Bleue, 84 (2001).
Résumé
2000
Publications Revues
- ABDOU J.
Exact Stability and its applications to strong solvability
Mathematical Social Sciences, 39 (2000), 263-275.
- BILLOT A., CHATEAUNEUF A., GILBOA I., TALLON J.M.
Sharing beliefs: between agreeing and disagreeing
Econometrica, 68/3 (2000), 685-694.
- BLOT J., CARTIGNY P.
Optimality in infinite-Horizons problems under signs condition
JOTA, 106/2 (2000), 411-419.
- BLOT J., CHEBBI H.
Discrete Time Pontryagin Principles with infinite horizon
J. Math. Anal. Applic.,246/1 (2000), 265-279.
- CARASSUS L., JOUINI E.
A discrete stochastic model for investment with an application to the transaction costs case
Journal of Mathematical Economics, 33 (2000), 57-80.
- CHATEAUNEUF A., DANA R.A., TALLON J.M.
Optimal risk-sharing rules and equilibria with Choquet- exoected utility
Journal of Mathematical Economics, 34 (2000), 191-214.
- CHATEAUNEUF A., VERGNAUD J.C.
Ambiguity being reduced through new statistical data
International Journal of Approximate Reasoning, 24 (2000), 283-299.
- CORNET B., CZARNECKI M.-O.
Necessary and sufficient conditions for the existence of (generalized) equilibria on a compact epi-Lipschitzian domain
in Communications on Applied Nonlinear Analysis, 7 (2000), 21-53.
- CUNG V.D., HIFI M., LE CUN B.
Constrained two-dimensional cutting stock : a best-first Branch-and-Bound exact algorithm
International Transactions in Operational Research, 7/1 (2000), 153-174.
- DANA R.A., LE VAN C.
Arbitrage, duality and asset equilibria
Journal of Mathematical Economics, 34 (2000), 396-413.
- FISHBURN P.C., B. MONJARDET B.
Concordance graphs
European Journal of Combinatorics, 21 (2000), 461-472.
- JOUINI E.
Generalized Lipschitz functions
Nonlinear Analysis, 41 (2000), 371-382.
- JOUINI E.
Price functionals with bid-ask spreads : an axiomatic approach
Journal of Mathematical Economics, 34 (2000), 547-558.
- JOUINI E., K0EHL P.-F., TOUZI N.
Optimal investment with taxes : an existence result
Journal of Mathematical Economics, 33/4 (2000), 373-388.
- SANDZANTMAN A., BRILLET J.L., LE VAN C., MAZIER J.
Modelling transition and international opening in Asia : the case of Vietnam with a comparison with China and the Asian Tigers
Comparative Economic Studies, 42/4 (2000).
- SONER H.M., TOUZI N.
Super-replication under Gamma constraint
SIAM Journal on Control and Optimization, 39/1 (2000), 73-96.
- TOUZI N.
Optimal insurance demand under marked point processes shocks
Annals of Applied Probability, 10 (2000), 283-312.
Livres
- BLOT J.
Aléatoireversus presque-périodicité
Encyclopédie des Sciences Economiques des PUF.
- BLOT J.
Equation d’Euler-Lagrange
Encyclopédie des Sciences Economiques des PUF.
Proceedings de Congrès
- CORNET B., CZARNECKI M.-O.
Approximation methods in equilibrium and fixed-point theory: proximally nondegenerate sets
Proceedings 9th Belgian-French-German Conference on Optimization, Lecture Notes in Economics and Mathematical Sciences, Springer Verlag, Eds. V.H. Nguyen, J.J. Strodiot and P. Tossings, (2000), 91-110.
- DEMANGE M., PARADON X., PASCHOS V.
On-line maximum-order induced hereditary subgraph problems
Proc. SOFSEM, Theory and Practice of Informatics, LNCS 1963, (2000), 326-334.
- DEMANGE M., PARADON X., PASCHOS V.
On-line maximum-order induced hereditary subgraph problems
Proc. SOFSEM, Theory and Practice of Informatics, LNCS 1963, 2000, 326-334.
Cahiers MSE Série Bleue
- ALLOUCH N.
Equilibrium and bounded arbitrage
Cahiers MSE Série Bleue, 78 (2000).
Résumé
- ALLOUCH N., FLORENZANO M.
Edgeworth and Wage arbitrage-free exchange economy
Cahiers MSE Série Bleue, 119 (2000).
Résumé
- ALLOUCH N., LE VAN C., PAGE F.H. Jr
Arbitrage conditions and existence of equilibria with or without nonsatiation assumptions on preferences
Cahiers MSE Série Bleue, 116 (2000).
Résumé
- AUBIN J.-P., HADDAD G.
Systèmes impulsionnels et hybrides impulsionnels avec mémoire
Cahiers MSE Série Bleue, 126 (2000).
Résumé
- BERNIS G.
Equilibrium in a reinsurance market with short sale constraints
Cahiers MSE Série Bleue, 45 (2000).
Résumé
- BERNIS G.
Minimax measures of risk : properties and applications
Cahiers MSE Série Bleue, 85 (2000).
Résumé
- BERNIS G., GIRAUD G.
Coalition-proof implementation of competitive equilibria on a constrained reinsurance market
Cahiers MSE Série Bleue, 83 (2000).
Résumé
- BERNIS G., JOUINI E.
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
Cahiers MSE Série Bleue, 46 (2000).
Résumé
- BILLOT A., CHATEAUNEUF A., GILBOA I., TALLON J.-M.
Bargaining over an uncertain outcome : the role of beliefs
Cahiers MSE Série Bleue, 73 (2000).
Résumé
- BLOT J., CHEBBI H.
Discrete time Pontryagin principles with infinite horizon
Cahiers MSE Série Bleue, 20 (2000).
Résumé
- BLOT J., CRETTEZ B.
On the smoothness of optimal paths
Cahiers MSE Série Bleue, 16 (2000).
Résumé
- BONNISSEAU J.-M.
The marginal pricing rule in economies with infinitely many commodities
Cahiers MSE Série Bleue, 47 (2000).
Résumé
- BONNISSEAU J.-M., FLORIG M.
Non-existence of duopoly equilibria : a simple numerical example
Cahiers MSE Série Bleue, 90 (2000).
Résumé
- BONNISSEAU J.-M., MEDECIN J.-P.
Existence of marginal pricing equilibria in economies with externalities and non convexities
Cahiers MSE Série Bleue, 84 (2000).
Résumé
- CASPARD N., MONJARDET B.
The lattice of closure systems, closure operators and implicational systems on a finite set : a survey (revised version)
Cahiers MSE Série Bleue, 120 (2000).
Résumé
PDF
- COURREGE J., LACROIX J., MATARASSO P.
Dynamique et marché intertemporel : déroulement réel et anticipations
Cahiers MSE Série Bleue, 66 (2000).
Résumé
- CUNG V.-D., HIFI M., LE CUN B.
Constrained two-dimensional cutting stock problems : the NMVB approach and the duplicate test revisited
Cahiers MSE Série Bleue, 127 (2000).
Résumé
- DEMANGE M., PARADON X., PASCHOS V.Th.
On-line maximum-order induced hereditary subgraph problems
Cahiers MSE Série Bleue, 114 (2000).
Résumé
- DEMANGE M., PASCHOS V.Th.
Towards a general formal framework for polynomial approximation (concepts and examples)
Cahiers MSE Série Bleue, 117 (2000).
Résumé
- DOMENACH F., LECLERC B.
Biclosed binary relations and Galois connections
Cahiers MSE Série Bleue, 98 (2000).
Résumé
- ERHEL C., LE VAN C.
Long terme et dynamique d'une maquette de modèle macroéconomique
Cahiers MSE Série Bleue, 62 (2000).
Résumé
- FLORENZANO M., MARAKULIN V.
Production equilibria in vector lattices : a general approach
Cahiers MSE Série Bleue, 79 (2000).
Résumé
- FLORIG M.
Computational aspects of linear exchange economies
Cahiers MSE Série Bleue, 71 (2000).
Résumé
- FLORIG M.
Vanishing indivisibilities in linear exchange economies
Cahiers MSE Série Bleue, 72 (2000).
Résumé
- HIFI M., ROUCAIROL C.
Approximate and exact algorithms for constrained (Un) weighted two-dimensional two-staged cutting stock problems
Cahiers MSE Série Bleue, 25 (2000).
Résumé
- HIFI M., SADFI S., SBIHI A.
Efficients for the knapsack sharing problem
Cahiers MSE Série Bleue, 122 (2000).
Résumé
- KHAN A., SUN Y.
Asymptotic arbitrage and the APT with or without measure-theoretic structures
Cahiers MSE Série Bleue, 81 (2000).
Résumé
- LE VAN C., MORHAIM L.
Optimal growth models with bounded or unbounded returns : a unifying a pproach
Cahiers MSE Série Bleue, 64 (2000).
Résumé
- LE VAN C., MORHAIM L., DIMARIA C.-H.
The discrete time version of the Romer model
Cahiers MSE Série Bleue, 63 (2000).
Résumé
- LOI CU C., NGUYEN V.T.
An overview of Vietnam's trade policy : the changes and impacts
Cahiers MSE Série Bleue, 99 (2000).
Résumé
- MONJARDET B., RADERANIRINA V.
The duality between the anti-exchange closure operators and the path independent choice operators on a finite set (revised version)
Cahiers MSE Série Bleue, 121 (2000).
Résumé
- MONTEIRO P.K., TOURKY R.
Mas-Colell price equilibrium existence theorem - the case of smooth disposal
Cahiers MSE Série Bleue, 82 (2000).
Résumé
- OIKO NOMIA
Decision under risk : the non-additive case
Cahiers MSE Série Bleue, 115 (2000).
Résumé
- OIKO NOMIA
Walras equilibria : finiteness and local stability
Cahiers MSE Série Bleue, 118 (2000).
Résumé
- PENNEQUIN D.
Existence of almost periodic solutions of discrete time equations
Cahiers MSE Série Bleue, 39 (2000).
Résumé
- PITON O., MAUREL D.
Computer processing of relations between geographical proper names by transitive closure on a boolean matrix
Cahiers MSE Série Bleue, 70 (2000).
Résumé
- REBILLE Y.
Integral representation with continuity
Cahiers MSE Série Bleue, 113 (2000).
Résumé
- SUN Y.
Non-cooperative games with many players
Cahiers MSE Série Bleue, 80 (2000).
Résumé
1999
Publications Revues
- ASKENAZY P., LE VAN C.
A Model of Optimal Growth Strategy
Journal of Economic Theory, 85 (1999), 24-51.
- BONNISSEAU J.M., MEDDEB M.
Existence of Equilibria in Economies with Increasing Returns and Infinitely Many Commodities
Journal of Mathematical Economics, 31 (1999), 287-307.
- CASPARD N.
A characterization result for all interval doubling schemes of the lattice of permutations
Discrete Mathematics and Theoretical Computer Science, 3/4 (1999), 177-188.
- CASPARD N., MONJARDET B.
The lattice of Moore families and closure operators on a finite set : a survey
Electronic Notes in Discrete Mathematics, 2, 1999.
- CHATEAUNEUF A.
On the use of comonotony in the axiomatization of EURDP theory for arbitrary consequences
Journal of Mathematical Economics, 32 (1999), 21-45.
- CHATEAUNEUF A., WAKKER P.P.
An axiomatization of cumulative prospect theory for decision under risk
Journal of Risk and Uncertainty, 18 (1999), 137-145.
- CORNET B., CZARNECKI M.-O.
Smooth representations of epi-Lipschitzian subsets of Rn
Nonlinear Analysis, 37 (1999), 139-160.
- CORNET B., CZARNECKI M.-O.
Smooth approximations of epi-Lipschizian sets
SIAM Journal of Control and Optimization, 37/3 (1999), 710-730.
- CVITANI J., PHAM H., TOUZI N.
A closed-form solution for the problem of super-replication under transaction costs
Finance and Stochastics, 3 (1999), 35-54.
- CVITANI J., PHAM H., TOUZI N.
Super-replication in stochastic volatility models with portfolio constraints
Journal of Applied Probability, 36 (1999), 523-545.
- DANA R.A., C. LE VAN C., MAGNIEN F.
On the Different Notions of Arbitrage and Existence of Equilibrium
Journal of Economic Theory, 87 (1999), 169-193.
- DEGHDAK M., FLORENZANO M.
Decentralizing Edgeworth equilibria in economies with many commodities
Economic Theory, 14 (1999), 297-310.
- DEMANGE M.
A note on the approximation of minimum-weight maximal independent set
Computational Optimization and Applications, 14 (1999), 157-169.
- DEMANGE M., MONNOT J., PASCHOS V. TH.
Bridging gap between standard and differential polynomial approximation : the case of bin-packing
Applied Math. Letters, 22 (1999), 127-133.
- DEMANGE M., PASCHOS V. TH.
Asymptotic differential approximation ratio: definitions, motivations and an application to some combinatorial problems
R.A.I.R.O.-RO, 33 (1999), 481-507.
- EL GHAOUI L., OUSTRY F., LEBRET H.
Robust Solutions to Uncertain Semidefinite Programs
SIAM Journal on Optimization, 9/1 (1999), 33-52.
- FOURNI E., LASRY J.M., LEBUCHOUX J., LIONS P.-L., TOUZI N.
Some applications of Malliavin calculus to Monte Carlo methods in finance
Finance and Stochastics, 3 (1999), 391-412.
- HIFI M.
The strip cutting/packing problem: incremental substrip algorithms-based heuristics
Special Issue on Cutting and Packing de Pesquisa Operacional, 19/2 (1999), 169-188.
- JOUINI E., K0EHL P.-F., TOUZI N.
Optimal investment with taxes: an optimal control problem with endogeneous delay
Nonlinear Analysis: Theory and Applications, 37 (1999), 31-56.
- JOUINI E., KALLAL H.
Viability and equilibrium in securities markets with frictions
Mathematical Finance, 9/3 (1999), 275-292.
- K0EHL P.-F., PHAM H., TOUZI N.
On super replication under transaction costs in general discrete-time models
Theory of Probability and Its Applications, 45 (1999), 783-788.
- K0EHL P.-F., PHAM H., TOUZI N.
Hedging in discrete-time under transaction costs and continuous-time limit
Journal of Applied Probability, 36 (1999), 163-178.
- LE VAN C., NGUYEN K.K., TRAN TH. T.
Impacts of the Asian Crisis on the Vietnamese Economy : Simulations from an Aggregative Core Model
The Osaka City University Economic Review, 35/1 (1999).
- OUSTRY F.
The U-Lagrangian of the Maximum Eigenvalue Function
SIAM Journal on Optimization, 9/2 (1999), 526-549.
- PHAM H., TOUZI N.
The fundamental theorem of asset pricing with cone constraints
Journal of Mathematical Economics, 31/2 (1999), 265-279.
- TOUZI N.
American options exercise boundary when the volatility changes randomly
Applied Mathematics and Optimization, 39 (1999), 411-422.
- TOUZI N.
Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints
Stochastic Processes and Their Applications, 88 (1999), 305-328.
- TOUZI N.
Super replication under proportional transaction costs : from discrete to continuous-time models
Mathematical Methods of Operations Research, 50 (1999), 297-320.
Livres
- ABOUDA M., CHATEAUNEUF A.
Symmetrical monotone risk aversion and positive bid-ask spreads
Belief Interactions and Preferences in Decision Making, M. Machina, B. Munier ed., Kluwer Academic Publishers, 1999.
- CHATEAUNEUF A., COHEN M.
Choquet expected utility model: a new approach to individual behavior under uncertainty and to social welfare
in "Fuzzy Measures and Integrals - Theory and Applications", M. Grabisch, T. Murofushi and M. Sugeno (eds.) (1999).
- DAVILA J.
On the Connection between Correlated and Sunspot Equilibria
in Current Trends in Economics: Theory and Applications, Volume 8 of the Springer-Verlag series Studies in Economic Theory, 1999.
- DEBREU G.
On the use in economic theory of some control results of mathematical analysis
Advances in mathematical economics, 1-2, 1999.
- JOUINI E.
Financial markets with frictions : equilibrium and arbitrage
in Lecture notes on Mathematical Finance, W. Runggaldier (Ed), Springer Verlag.
- JOUINI E.
Arbitrage et imperfections de marché
in Y. Simon (Ed), Encyclopédie des Marchés Financiers, Economica, 112-126.
- LE VAN C., MALGRANGE P.
Asymptotic Hierarchies in a Macroeconomic Model
in Applied Decision Analysis and Economic Behaviour, McAdam &Hughues-Hallet (Eds), Kluwer Acedemic Publishers, 1999.
- LE VAN C., MAZIER J., TRAN T.A.D., ZANTMAN A.
Transition et Ouverture sur l’Extérieur
Développement et Transition vers l’Economie de Marché, Actualité Scientifique, AUPELF-UREF, 1999.
Proceedings de Congrès
- BONNISSEAU J.M.
Equilibre général dans une économie avec ensembles de production non convexes
Actes des 6ème journées du Groupe MODE, Poitiers, (1999).
- CHATEAUNEUF A., VERGNAUD J.C.
Ambiguity being reduced through new statistical data
Proceedings de ISIPTA 99, the First International Symposium on Imprecise Probabilities and Their Applications (1999).
- DEMANGE M., PASCHOS V. TH.
Constructive - non Constructive approximation and maximum independent set problem
Proc. of CCS'95, pp. 194-207, Lecture Notes in Computer Science, Vol. 1120, Springer Verlag.
- DEMANGE M., PASCHOS V. TH.
Maximum independent set and linear programming
Proc. of 10-th International Symposium on Computer and Information Sciences, ISCIS X, Elsevier Sciences Publishers, Izmir, Turkey.
Cahiers MSE Série Bleue
- ABOUDA M.
Buying and selling prices : a characterization of positivity of the bid-selling spread
Cahiers MSE Série Bleue, 58 (1999).
Résumé
- ABOUDA M., CHATEAUNEUF A.
Positivity of bid-ask spreads and symmetrical monotone risk aversion
Cahiers MSE Série Bleue, 86 (1999).
Résumé
- ABOUDA M., CHATEAUNEUF A.
A characterization of the symmetrical monotone risk aversion in the RDEU model
Cahiers MSE Série Bleue, 87 (1999).
Résumé
- AMABLE B., CAROLI E., LE VAN C., SCHUBERT K.
Human capital and endogeneous growth in a neokeynesian macroeconomic model
Cahiers MSE Série Bleue, 43 (1999).
Résumé
- ASPANDIIAROV S., BOTTAZZI J.-M.
The interest rate / FX arbitrage under PEG regime : a duffie singleton approach
Cahiers MSE Série Bleue, 80 (1999).
Résumé
- BELLEIL C., MAUREL D., PITON O.
La base de données Prolex pour le Taln : noms propres géographiques
Cahiers MSE Série Bleue, 11 (1999).
Résumé
- BENSAID B., BOTTAZZI J.-M.
Evaluation de quelques instruments quantos
Cahiers MSE Série Bleue, 81 (1999).
Résumé
- BERTET K., CASPARD N.
Doubling convex sets in lattices : characterizations and recognition algorithms
Cahiers MSE Série Bleue, 37 (1999).
Résumé
- BILLOT A., CHATEAUNEUF A., GILBOA I., TALLON J.-M.
Sharing beliefs : between agreeing and disagreeing the infinite case
Cahiers MSE Série Bleue, 06 (1999).
Résumé
- BLOT J., PENNEQUIN D.
Existence and structure results on almost periodic solutions of difference equations
Cahiers MSE Série Bleue, 60 (1999).
Résumé
- BLOT J., PENNEQUIN D.
Spaces of quasi-periodic functions and oscillations in differential equations
Cahiers MSE Série Bleue, 74 (1999).
Résumé
- BONNISSEAU J.-M.
Existence of marginal pricing equilibria in economies with increasing returns and infinitely many commodities
Cahiers MSE Série Bleue, 102 (1999).
Résumé
- BOTTAZZI J.-M.
Incomplete markets : "Financial Engineering" of transverse asset structures
Cahiers MSE Série Bleue, 64 (1999).
Résumé
- BOTTAZZI J.-M., HUEFFMAN A.
Pricing derivatives when a Peg is pre-announced : EMU Ins and cross market arbitrage
Cahiers MSE Série Bleue, 65 (1999).
Résumé
- BOTTAZZI J.-M., HUTEAU G.
Convexity of euro futures
Cahiers MSE Série Bleue, 82 (1999).
Résumé
- BOTTAZZI J.-M., MEDDEB M.
On generically complete markets with an open-ended horizon
Cahiers MSE Série Bleue, 83 (1999).
Résumé
- BOUCHARD B., TOUZI N.
Explicit solution of the multivariate super-replication problem under transaction costs
Cahiers MSE Série Bleue, 110 (1999).
Résumé
- CASPARD N.
A characterization theorem for all interval doubling schemes of the lattice of permutations
Cahiers MSE Série Bleue, 41 (1999).
Résumé
- CASPARD N., MONJARDET B.
The lattices of moore families and closure operators on a finite set : a survey
Cahiers MSE Série Bleue, 27 (1999).
Résumé
- CERMSEM (Coll.)
Présentation du CERMSEM
Cahiers MSE Série Bleue, 02 (1999).
Résumé
- CHATEAUNEUF A., GADJOS T., WILTHIEN P.-H.
The principle of strong diminishing transfer
Cahiers MSE Série Bleue, 96 (1999).
Résumé
- CHATEAUNEUF A., WILTHIEN P.-H.
Third inverse stochastic dominance, Lorenz curves and favourable double-transfers
Cahiers MSE Série Bleue, 94 (1999).
Résumé
- CHATEAUNEUF A., WILTHIEN P.-H.
Inverse stochastic dominance and Yaari's model
Cahiers MSE Série Bleue, 95 (1999).
Résumé
- COURREGE P., GOURDEL P., LORIDAN P., MATARASSO P.
Schémas intertemporels de la modélisation macroéconomique et théorie du contrôle : simulation, optimisation, anticipations et régulation
Cahiers MSE Série Bleue, 49 (1999).
Résumé
- DANA R.-A., LE VAN C.
Arbitrage, duality and asset equilibria
Cahiers MSE Série Bleue, 30 (1999).
Résumé
- DANA R.-A., LE VAN C., MAGNIEN F.
On the different notions of arbitrage and existence of equilibrium
Cahiers MSE Série Bleue, 34 (1999).
Résumé
- DAVILA J.
Reducing overlapping generations economies to finite economies
Cahiers MSE Série Bleue, 77 (1999).
Résumé
- DAVILA J.
The connection between correlated and sunspot equilibria revisited
Cahiers MSE Série Bleue, 78 (1999).
Résumé
- DAVILA J., GUESNERIE R.
Sunspot equilibria in systems with memory : an introductory presentation
Cahiers MSE Série Bleue, 84 (1999).
Résumé
- DEMANGE M., LORENZO J.
Approximating values and solutions of NP-optimization problems : concepts and examples
Cahiers MSE Série Bleue, 66 (1999).
Résumé
- DEMANGE M., MONNOT J., PASCHOS V.Th.
Maximizing the number of unused bins
Cahiers MSE Série Bleue, 75 (1999).
Résumé
- DEMANGE M., PASCHOS V.Th.
Maximum-weight independent set is as "well-approximated" as the unweighted one
Cahiers MSE Série Bleue, 70 (1999).
Résumé
- DEMANGE M., PASCHOS V.Th.
Towards a general formal framework for polynomial approximation (some constitutive elements of a new problematics)
Cahiers MSE Série Bleue, 72 (1999).
Résumé
- DIMARIA C.-H., LE VAN C.
Debt, corruption, R&D and growth in developing countries
Cahiers MSE Série Bleue, 36 (1999).
Résumé
- D'ONOFRIO B.
A survey on the existence of elliptic periodic solutions for hamiltonian systems
Cahiers MSE Série Bleue, 05 (1999).
Résumé
- EGGERT E., MAUREL D., PITON O.
Etude des relations entre noms propres géographiques et de leurs règles de dérivation
Cahiers MSE Série Bleue, 114 (1999).
Résumé
- FLORENZANO M.
General equilibrium of financial markets : an introduction
Cahiers MSE Série Bleue, 76 (1999).
Résumé
- FLORIG M.
On irreducible economies
Cahiers MSE Série Bleue, 63 (1999).
Résumé
- FLORIG M.
Core equivalence for hierarchic equilibria
Cahiers MSE Série Bleue, 79 (1999).
Résumé
- HAUSER BORDALO G., MONJARDET B.
The lattice of strict completions of a poset
Cahiers MSE Série Bleue, 15 (1999).
Résumé
- HIFI M.
The strip cutting/packing problem : incremental substrip algorithms-based heuristics
Cahiers MSE Série Bleue, 19 (1999).
Résumé
- HIFI M.
Exact algorithms for Large-Scale unconstrained two and three staged cutting problems
Cahiers MSE Série Bleue, 26 (1999).
Résumé
- HIFI M., SADFI S.
The knapsack sharing problem : an exact algorithm
Cahiers MSE Série Bleue, 17 (1999).
Résumé
- LE VAN C., NGUYEN K.-K., TRAN T.-T.
Impacts of the Asian crisis on the Vietnamese economy : simulations from an aggregative macroeconomic core model
Cahiers MSE Série Bleue, 29 (1999).
Résumé
- LEFEBVRE I.
A general nonemptiness result of the core of a production economy with asymmetric information
Cahiers MSE Série Bleue, 61 (1999).
Résumé
- LEFEBVRE I.
A quasi fixed-point theorem for a product of u.s.c. or o.l.s. correspondences with an economic application
Cahiers MSE Série Bleue, 62 (1999).
Résumé
- MAUREL D., PITON O.
Un dictionnaire de noms propre géographiques pour Intex
Cahiers MSE Série Bleue, 115 (1999).
Résumé
- MENEZES F.M., MONTEIRO P.K.
Synergies and price trends in sequential auctions
Cahiers MSE Série Bleue, 32 (1999).
Résumé
- METE SONER H., TOUZI N.
Super-replication under Gamma constraints
Cahiers MSE Série Bleue, 85 (1999).
Résumé
- METE SONER H., TOUZI N.
Stochastic target problems, dynamic programming, and viscosity solutions
Cahiers MSE Série Bleue, 109 (1999).
Résumé
- MONJARDET B., RADERANIRINA V.
The duality between the anti-exchange closure operators and the path independent choice operators on a finite set
Cahiers MSE Série Bleue, 68 (1999).
Résumé
- NAGOT I., TROMMSDORFF R.
Risk-neutral distributions with a tractable implied trinomial tree
Cahiers MSE Série Bleue, 14 (1999).
Résumé
- OIKO NOMIA
Decision under uncertainty the non-additive case
Cahiers MSE Série Bleue, 113 (1999).
Résumé
- TOUZI N.
Optimal insurance demand under marked point processes shocks
Cahiers MSE Série Bleue, 108 (1999).
Résumé
- TOUZI N.
Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints
Cahiers MSE Série Bleue, 111 (1999).
Résumé
- TOUZI N., VIEILLE N.
Continuous-time Dynkin games with mixed strategies
Cahiers MSE Série Bleue, 112 (1999).
Résumé
- WILTHIEN P.-H.
Downside-mindedness
Cahiers MSE Série Bleue, 97 (1999).
Résumé
06/02/2004 - DJD