Institution
Paris Dauphine University
Education•Paris, France•
About: Paris Dauphine University is a education organization based out in Paris, France. It is known for research contribution in the topics: Context (language use) & Population. The organization has 1766 authors who have published 6909 publications receiving 162747 citations. The organization is also known as: Paris Dauphine & Dauphine.
Topics: Context (language use), Population, Approximation algorithm, Bounded function, Nonlinear system
Papers published on a yearly basis
Papers
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01 Apr 1993TL;DR: It is shown that properties of the multirelational algebra may be used for optimization and that every multidatabase algebra query can be expressed as a multireLational calculus query.
Abstract: With the existence of many autonomous databases widely accessible through computer networks, users will require the capability to jointly manipulate data in different databases. A multidatabase system provides such a capability through a multidatabase manipulation language, such as MSQL. We propose a theoretical foundation for such languages by presenting a multirelational algebra and calculus based on the relational algebra and calculus. The proposal is illustrated by various queries on an example multidatabase. It is shown that properties of the multirelational algebra may be used for optimization and that every multirelational algebra query can be expressed as a multirelational calculus query. The connection between the multirelational languages and MSQL, the multidatabase version of SQL, is also investigated.
57 citations
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TL;DR: In this article, the authors study three aspects of mean field games and show how MFG reduce to agent-based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
Abstract: In this article, we study three aspects of mean field games (MFG). The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of “noise” in discrete space models and the formulation of the Master Equation in this case. Finally, we show how MFG reduce to agent based models when the intertemporal preference rate goes to infinity, i.e. when the anticipation of the players vanishes.
57 citations
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TL;DR: In this article, the effects of customer experience (CX) on customer behavior depend on different combinations of its dimensions, and it is shown that complementarity and substitutability effects result when they reflect a perfect match, and not simply by adding extra dimensions.
57 citations
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TL;DR: In this article, the authors present an optimal investment theorem for a currency exchange model with random and possibly discontinuous proportional transaction costs, where the investor's preferences are represented by a multivariate utility function, allowing for simultaneous consumption of any prescribed selection of the currencies at a given terminal date.
Abstract: We present an optimal investment theorem for a currency exchange model with random and possibly discontinuous proportional transaction costs. The investor’s preferences are represented by a multivariate utility function, allowing for simultaneous consumption of any prescribed selection of the currencies at a given terminal date. We prove the existence of an optimal portfolio process under the assumption of asymptotic satiability of the value function. Sufficient conditions for this include reasonable asymptotic elasticity of the utility function, or a growth condition on its dual function. We show that the portfolio optimization problem can be reformulated in terms of maximization of a terminal liquidation utility function, and that both problems have a common optimizer.
57 citations
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TL;DR: This paper elaborate a specific neighborhood structure among local upper bounds that helps to determine and efficiently update the search region, which corresponds to the part of the objective space where new nondominated points could lie.
57 citations
Authors
Showing all 1819 results
Name | H-index | Papers | Citations |
---|---|---|---|
Pierre-Louis Lions | 98 | 283 | 57043 |
Laurent D. Cohen | 94 | 417 | 42709 |
Chris Bowler | 87 | 288 | 35399 |
Christian P. Robert | 75 | 535 | 36864 |
Albert Cohen | 71 | 368 | 19874 |
Gabriel Peyré | 65 | 303 | 16403 |
Kerrie Mengersen | 65 | 737 | 20058 |
Nader Masmoudi | 62 | 245 | 10507 |
Roland Glowinski | 61 | 393 | 20599 |
Jean-Michel Morel | 59 | 302 | 29134 |
Nizar Touzi | 57 | 224 | 11018 |
Jérôme Lang | 57 | 277 | 11332 |
William L. Megginson | 55 | 169 | 18087 |
Alain Bensoussan | 55 | 417 | 22704 |
Yves Meyer | 53 | 128 | 14604 |