Paris Dauphine University

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.

Forward-backward systems for expected utility maximization

Abstract: In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).

Binding of atoms and stability of molecules in Hartree and Thomas-Fermi type theories. Part 2 : Stability is equivalent to the binding of neutral subsystems

Abstract: This paper is the sequel of a previous work where we showed a general necessary and sufficient condition for the stability of an arbitrary molecular system (possibly ionized) in the framework of Hartree or Thomas-Fermi type theories. This condition, roughly speaking, meant that certain particular subsystems have to be bound. We show here in particular that this condition reduces for general molecular system with nonnegative excess charge to the binding of all subsystems with the same property. For neutral inolecular systems, this reduces to the binding of all neutral subsystems. In both cases, all other subsystems can be bound. We also show that, for the Hartree-Fock and Hartree models, this condition involves only “physical” sulxystems We use these reduced conditions to conclude allout the stability or the binding in some particular cases. This work 1s also the second of a series devoted to these equations and we shall come back on the binding of neutral systems in Part 3.

Models implementation: A state of the art

Abstract: “Why are so many models designed and so few used” is a question often discussed within the Operational Research (OR) community. The formulation of the question seems simple, but the concepts and theories that must be mobilised to give it an answer are far more sophisticated. Would there be a selection process from “many models designed” to “few models used” and, if so, which particular properties do the “happy few” have? This paper first analyses the various definitions of “models” presented is the OR literature and proposes a synthesis of the functions a model can handle. Then, the concept of “implementation” is defined, and we progressively shift from a traditional “design then implementation” standpoint to a more general theory of a model design/implementation, seen as a cross-construction process between the model and the organisation in which it is implemented. The organisation is, consequently, considered not as a simple context but as an active component in the design of models. This leads to logically propose six models of model implementation: the technocratic model, the political model, the managerial model, the self-learning model, the conquest model and the experimental model.

Aggregation and market demand: An exterior differential calculus viewpoint

Abstract: We analyze under which conditions a given vector field can be disaggregated as a linear combination of gradients. This problem is typical of aggregation theory, as illustrated by the literature on the characterization of aggregate market demand and excess demand. We argue that exterior differential calculus provides very useful tools to address these problems. In particular, we show, using these techniques, that any analytic mapping in Rn satisfying Walras Law can be locally decomposed as the sum of n individual, utility-maximizing market demand functions. In addition, we show that the result holds for arbitrary (price-dependent) income distributions, and that the decomposition can be chosen such that it varies continuously with the mapping. Finally, when income distribution can be freely chosen, then decomposition requires only n/2 agents.

Using intelligent agents for Transportation Regulation Support System design

Abstract: This paper presents an agent-based approach used to design a Transportation Regulation Support System (TRSS), that reports the network activity in real-time and thus assists the bus network regulators. The objective is to combine the functionalities of the existing information system with the functionalities of a decision support system in order to propose a generic model of a traffic regulation support system. Unlike the other approaches that only deal with a specific task, the original feature of our generic model is that it proposes a global approach to the regulation function under normal conditions (network monitoring, dynamic timetable management) and under disrupted conditions (disturbance assessment and action planning of feasible solutions). Following the introduction, the second section presents the notions of the domain and highlights the main regulation problems. The third section details and motivates our choice of the components of the generic model. Based on our generic model, in the fourth section, we present a TRSS prototype called SATIR (Systeme Automatique de Traitement des Incidents en Reseau - Automatic System for Network Incident Processing) that we have developed. SATIR has been tested on the Brussels transportation network (STIB). The results are presented in the fifth section. Lastly, we show how using the multi-agent paradigm opens perspectives regarding the development of new functionalities to improve the management of a bus network.