Équité et altruisme dans le partage pragmatique
Equivalences and Congruences on Infinite Conway Games∗
Taking the view that infinite plays are draws, we study Conway non-terminating games and non-losing strategies. These admit a sharp coalgebraic presentation, where non-terminating games are seen as a final coalgebra and game contructors, such as disjunctive sum, as final morphisms. We have shown, in a previous paper, that Conway’s theory of terminating games can be rephrased naturally in terms of game (pre)congruences. Namely, various...
Equivalences and Congruences on Infinite Conway Games∗
Taking the view that infinite plays are draws, we study Conway non-terminating games and non-losing strategies. These admit a sharp coalgebraic presentation, where non-terminating games are seen as a final coalgebra and game contructors, such as disjunctive sum, as final morphisms. We have shown, in a previous paper, that Conway’s theory of terminating games can be rephrased naturally in terms of game (pre)congruences. Namely, various...
Equivalent martingale measures for Lévy processes.
Ergodic cobweb chaos.
Ergodic properties of multidimensional Brownian motion with rebirth.
Ergodicity and extremality of AMS sources and channels.
Error frequency - regulator of the teaching algorithm
Erweitertes BERNOULLI-Prinzip und Petersburger Spiel
Escaping the Brownian stalkers.
Essai de formalisation de la dynamique de la discussion dans les groupes restreints de quelques conditions d'apparition d'un comportement limite
On élabore un modèle mathématique de la discussion dans un groupe restreint en introduisant cinq variables qui sont : l'attitude de chaque individu vis-à-vis du problème posé, son coefficient d'intégration au groupe, la matrice des sympathies à l'intérieur du groupe, le sujet qui fait la nième intervention et ce qu'il dit. On peut alors construire un système aléatoire à liaisons complètes rendant compte de l'évolution de la discussion. En particularisant l'opérateur T de ce système, on retrouve...
Estimating Matrices.
Estimating the conditional tail expectation in the case of heavy-tailed losses.
Estimating the supply chain efficiency loss when the seller has to estimate the buyer’s willingness to pay
We study the pricing problem between two firms when the manufacturer’s willingness to pay (wtp) for the supplier’s good is not known by the latter. We demonstrate that it is in the interest of the manufacturer to hide this information from the supplier. The precision of the information available to the supplier modifies the rent distribution. The risk of opportunistic behaviour entails a loss of efficiency in the supply chain. The model is extended to the case of a supplier submitting offers to...
Estimating unemployment in very small areas.
Estimation and testing of cointegration relationships with strongly seasonal monthly data
Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast
2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.We estimate a regression function on a point process by the Tukey regressogram method in a general setting and we give an application in the case of a Risk Process. We show among other things that, in classical Poisson model with parameter r, if W is the amount of the claim with finite espectation E(W) = m, Sn (resp. Rn) the accumulated interval waiting time for successive claims (resp. the aggregate claims amount) up to the...
Estimation of hidden Markov models for a partially observed risk sensitive control problem
This paper provides a summary of our recent work on the problem of combined estimation and control of systems described by finite state, hidden Markov models. We establish the stochastic framework for the problem, formulate a separated control policy with risk-sensitive cost functional, describe an estimation scheme for the parameters of the hidden Markov model that describes the plant, and finally indicate how the combined estimation and control problem can be re-formulated in a framework that...
Estrategias óptimas de publicidad y precio.
El modelo de control óptimo no lineal, considerado en este artículo, posee una variable de estado x proporción de clientes y dos variables de control: precio p y gastos en publicidad u. Realizando un análisis de estabilidad en diferentes planos de fase se demuestra, bajo ciertas hipótesis, que es óptimo introducir un producto en el mercado con un precio reducido y realizando una fuerte inversión al comienzo de la campaña.
Estrategias óptimas de un juego bipersonal de suma cero y puntos de ensilladura del campo escalar asociado.
Definimos el campo escalar asociado a un juego bipersonal de suma cero. Estudiamos la existencia y unicidad de puntos estacionarios y obtenemos la forma general de los mismos en caso de unicidad. Se establece que todo punto estacionario es de ensilladura.La importancia del estudio anterior queda reflejada al establecer la equivalencia entre las estrategias óptimas simples de un juego y los puntos estacionarios del campo escalar asociado.El Teorema de Shapley-Snow [2] proporciona un método sistemático...