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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TL;DR: In this article, the authors identify a potential destabilizing effect of the introduction of options on the underlying market (EU ETS futures) by instrumenting various GARCH models, endogenous break tests, and rolling window estimations.
55 citations
TL;DR: In this paper, the authors consider the control of the COVID-19 pandemic, modeled by a standard SIR com-partmental model, and show that the divergence between the individual and societal strategies happens after the epidemic peak but while significant propagation is still underway.
Abstract: We consider the control of the COVID-19 pandemic, modeled by a standard SIR com-partmental model. The control of the epidemic is induced by the aggregation of individuals' decisions to limit their social interactions: on one side, when the epidemic is ongoing, an individual is encouraged to diminish his/her contact rate in order to avoid getting infected, but, on the other side, this effort comes at a social cost. If each individual lowers his/her contact rate, the epidemic vanishes faster but the effort cost may be high. A Mean Field Nash equilibrium at the population level is formed, resulting in a lower effective transmission rate of the virus. However, it is not clear that the individual's interest aligns with that of the society. We prove that the equilibrium exists and compute it numerically. The equilibrium selects a sub-optimal solution in comparison to the societal optimum (a centralized decision respected fully by all individuals), meaning that the cost of anarchy is strictly positive. We provide numerical examples and a sensitivity analysis. We show that the divergence between the individual and societal strategies happens after the epidemic peak but while significant propagation is still underway.
55 citations
TL;DR: In this paper, the fundamental theorem of asset pricing with transaction costs was proved when bid and ask prices follow locally bounded cadlag (right-continuous, left-limited) processes.
Abstract: This paper proves the fundamental theorem of asset pricing with transaction costs, when bid and ask prices follow locally bounded cadlag (right-continuous, left-limited) processes.
55 citations
01 Jan 2003
TL;DR: In this paper, the authors propose a combinatorial approach to the problem of choosing the shots to be taken during a given period in order to satisfy some requested images, which depends on the satellite characteristics and on the planning horizon.
Abstract: Planning the mission of an Earth observation satellite is choosing the shots to be taken during a given period in order to satisfy some requested images. The difficulty of the underlying combinatorial problem depends on the satellite characteristics and on the planning horizon.
55 citations
TL;DR: This paper proves the existence of natural Poly-APX- and Poly-D APX-complete problems under the well known PTAS-reduction and under the DPTAS- reduction and introduces approximation preserving reductions, called FT and DFT, respectively, and proves that, under these new reductions, natural problems are PTAS, or DPTAs-complete.
54 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 |