Publications Revues
A paraître
- 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
- 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.
2002
- 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.
2001
- 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.
2000
- 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.
1999
- 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.
06/02/2004 - DJD