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: Population & Approximation algorithm. The organization has 1766 authors who have published 6909 publications receiving 162747 citations. The organization is also known as: Paris Dauphine & Dauphine.
Topics: Population, Approximation algorithm, Bounded function, Parameterized complexity, Time complexity
Papers published on a yearly basis
Papers
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TL;DR: In this paper, uniform Lipschitz estimates for second-order elliptic systems in divergence form with rapidly oscillating, almost-periodic coefficients were established, and the results for the Neumann conditions are new even in the periodic setting, since they can treat nonsymmetric coefficients.
Abstract: We establish uniform Lipschitz estimates for second-order elliptic systems in divergence form with rapidly oscillating, almost-periodic coefficients. We give interior estimates as well as estimates up to the boundary in bounded C1,α domains with either Dirichlet or Neumann data. The main results extend those in the periodic setting due to Avellaneda and Lin for interior and Dirichlet boundary estimates and later Kenig, Lin, and Shen for the Neumann boundary conditions. In contrast to these papers, our arguments are constructive (and thus the constants are in principle computable) and the results for the Neumann conditions are new even in the periodic setting, since we can treat nonsymmetric coefficients. We also obtain uniform W1,p estimates.© 2015 Wiley Periodicals, Inc.
89 citations
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TL;DR: In this article, the short-term effect of store-level promotions (weekly flyers, radio and outdoor advertising) on grocery store choice is investigated, and the effect of individual variables (involvement toward shopping, attitude toward the purchase of products on promotion, search for promotional information) is clearly validated.
89 citations
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TL;DR: In this paper, the authors carry out the construction of ill-posed multiplicative stochastic heat equations on unbounded domains by adapting the theory of regularity structures to the setting of weighted Besov spaces.
Abstract: We carry out the construction of some ill-posed multiplicative stochastic heat equations on unbounded domains. The two main equations our result covers are, on the one hand the parabolic Anderson model on $\mathbf{R}^3$, and on the other hand the KPZ equation on $\mathbf{R}$ via the Cole-Hopf transform. To perform these constructions, we adapt the theory of regularity structures to the setting of weighted Besov spaces. One particular feature of our construction is that it allows one to start both equations from a Dirac mass at the initial time.
88 citations
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04 Aug 2010TL;DR: In this paper, the authors consider the problem of deciding whether there exists an allocation that is possibly envy-free, given the incomplete preference information available, if in addition some mild economic efficiency criteria need to be satisfied.
Abstract: We study the problem of fairly dividing a set of goods amongst a group of agents, when those agents have preferences that are ordinal relations over alternative bundles of goods (rather than utility functions) and when our knowledge of those preferences is incomplete. The incompleteness of the preferences stems from the fact that each agent reports their preferences by means of an expression of bounded size in a compact preference representation language. Specifically, we assume that each agent only provides a ranking of individual goods (rather than of bundles). In this context, we consider the algorithmic problem of deciding whether there exists an allocation that is possibly (or necessarily) envy-free, given the incomplete preference information available, if in addition some mild economic efficiency criteria need to be satisfied. We provide simple characterisations, giving rise to simple algorithms, for some instances of the problem, and computational complexity results, establishing the intractability of the problem, for others.
88 citations
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TL;DR: In this article, the problem of robust utility maximization in an incomplete market with volatility uncertainty is considered, in the sense that the volatility of the market is only assumed to lie between two given bounds.
Abstract: The problem of robust utility maximization in an incomplete market with volatility uncertainty is considered, in the sense that the volatility of the market is only assumed to lie between two given bounds. The set of all possible models (probability measures) considered here is nondominated. We propose studying this problem in the framework of second-order backward stochastic differential equations (2BSDEs for short) with quadratic growth generators. We show for exponential, power, and logarithmic utilities that the value function of the problem can be written as the initial value of a particular 2BSDE and prove existence of an optimal strategy. Finally, several examples which shed more light on the problem and its links with the classical utility maximization one are provided. In particular, we show that in some cases, the upper bound of the volatility interval plays a central role, exactly as in the option pricing problem with uncertain volatility models.
88 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 |