Program

Program

May 2-3, 2008

Room: St-Hubert et Serge-Saucier (1^st floor)

Email facilities: Hewitt Équipement Limité (1^st floor)

HEC Montréal classrooms are equipped with an overhead projector, a data projector linked to the computer available in the room (P4, 512Mo with Windows XP Pro, Office 2003 and AcrobatReader 7). You may also use your own laptop.

Friday, May 2, 2008
8:00 - 8:45	Registration
8:45 - 9:00	Welcome address
9:00 - 10:00	Keynote Presentation 1, Chair: Georges Zaccour (St-Hubert Room) Hierarchical Incomplete Information Games with Applications in Pricing for Communication Network Resource Allocation Tamer Başar, University of Illinois, USA
10:00 - 10:30	Coffee Break
10:30 - 12:30	Environmental Economics, Chair: Sophie Legras (St-Hubert Room) A Dynamic Game of Waste Management Steffen Jørgensen, University of Southern Denmark, Denmark Pollution Accumulation and the Greening of Consumption: Notes on the Design of the Optimal Tax Policy Denis Claude, Georges Zaccour, GERAD, HEC Montréal, Canada Time Consistent Policy Rules in an Integrated Climate-Economy Differential Game with Climate Model Uncertainty Magnus Hennlock, Gothenburg University, Sweden Intertemporal Pollution Credit Markets with Correlated Pollutants Sophie Legras, Georges Zaccour, GERAD, HEC Montréal, Canada
	Cooperation and Bargaining, Chair: Krzysztof Szajowski (Serge-Saucier Room) Efficient Coalition Formation and Stable Coalition Structures in a Supply Chain Environment Alexandru W. Popp, Manulife Financial, Canada A Model of Dynamic Stable Joint Venture Nikolay Zenkevich, Saint-Petersburg State University, Russia Non-Cooperative Support for the Nash Solution with a Markov Chain of Proposers Volker Britz, Jean-Jacques Herings, Arkadi Predtetchinski, Maastricht University, Germany Stopping Games with Cooperation Mechanism Krzysztof Szajowski, Wroclaw University of Technology, Poland
12:30 -14:00	Lunch (Salon Deloitte, 4^th floor)
14:00 -15:30	Economics, Chair: Roberto Cellini (St-Hubert Room) Managing Quality with Constrained Capacity in Equilibrium Aydın Alptekinoğlu, Steven Shugan, University of Florida, USA Optimal Collusion in Oligopoly Supergames: Marginal Costs Matter Etienne Billette de Villemeur, Toulouse School of Economics, France, Laurent Flochel, Université de Lyon, France, Bruno Versaevel, EM Lyon, France Product and Process Innovations in Differential Games with Managerial Firms Roberto Cellini, University of Catania, Italy, Luca Lambertini, University of Bologna, Italy
	Management, Chair: Fouad El Ouardighi (Serge-Saucier Room) Multi-Strategy Games of Deterrence in Management: The Case of Argumentation Michel Rudnianski, IIM-CNAM & ORT FRANCE, France, Hélène Bestougeff, ORT FRANCE, France Analysis and Design of Selection Committees Steve Alpern, London School of Economics, United Kingdom, Shmuel Gal, University of Haifa, Israel Cooperation and Players’ Profiles Fouad El Ouardighi, ESSEC Business School, France
15:30 -16:00	Coffee Break
16:00 -17:00	Keynote Presentation 2, Chair: Michèle Breton (St-Hubert Room) Hedging Digital Options: The Robust Control Approach Pierre Bernhard, Stéphane Thiery, Université de Nice Sophia Antipolis, France
	Wine & Cheese Party


Saturday, May 3, 2008
9:00 - 10:00	Keynote Presentation 3, Chair: Steffen Jørgensen (St-Hubert Room) How Far from Pareto Optimality is an Equilibrium with Coupled Constraint for Post-Kyoto Negotiations Alain Haurie, GERAD, Université de Genève, Switzerland
10:00 - 10:30	Coffee Break
10:30 - 12:30	Marketing, Chair: Gary Erickson (St-Hubert Room) Incentive Strategies to Counterbalance Retailer's Myopia in the Marketing Channel Sihem Taboubi, GERAD, HEC Montréal, Canada Optimal Dynamic Advertising with Adverse Exogenous Effect on Brand Goodwill Luca Grosset, Bruno Viscolani, University of Padua, Italy Strategic Interactions Among Franchisees: Are Franchisors Always Better Off? Guiomar Martín-Herrán, GERAD, Universidad de Valladolid, Spain, Simon-Pierre Sigué, Athabasca University, Canada, Georges Zaccour, GERAD, HEC Montréal, Canada Advertising in a Growing Market with Competition Gary Erickson, University of Washington, USA
	Finance and Stochastics, Chair: Javier de Frutos (Serge-Saucier Room) Mutual Fund Competition in the Presence of Dynamic Flows Michèle Breton, GERAD, CREF, HEC Montréal, Canada, Julien Hugonnier, University of Lausanne and SFI, France, Tarek Masmoudi, Caisse de dépôt et placement du Québec, Canada Nash Equilibrium Problems under Uncertainty: Models, Generalizations and Algorithms Uday Shanbhag, Andrew Liu, Ankur Kulkarni, University of Illinois, USA An Evolutionary Model of Trades in the Stock Market Elena Gubar, Saint-Petersburg State University, Russia Option Pricing under GARCH Processes by PDE Methods Javier de Frutos, GERAD, Universidad de Valladolid, Spain, Michèle Breton, GERAD, CREF, HEC Montréal, Canada
12:30 -14:00	Lunch (Salon Deloitte, 4^th floor)
14:00 -15:30	Energy and Resources, Chair: Hassan Benchekroun (St-Hubert Room) Analyzing Biomass Utilization for Power Generation in Canada: A Game-Theoretic Approach Fuzhan Nasiri, GERAD, HEC Montréal, Canada Dynamic Competition in Electricity Markets: Hydropower and Thermal Generation Talat Genc, Henry Thille, University of Guelph, Canada On the Equivalence of Open-Loop and Feedback Nash Equilibrium in an Oligopoly on the Market for a Nonrenewable Resource Hassan Benchekroun, McGill University, Canada, Cees Withagen, VU University Amsterdam, The Netherlands
	Cooperation and Bargaining, Chair: Leon Petrosyan (Serge-Saucier Room) Dynamic Effects on the Stability of International Environmental Agreements Aart de Zeeuw, Tilburg University, The Netherlands and the Beijer Institute of Ecological Economics, Sweden One-Dimensional Bargaining with a General Voting Rule Arkady Predtechenskiy, University of Maastricht, The Netherlands Dynamic Network Games Leon Petrosyan, Saint-Petersburg State University, Russia
15:30 -16:00	Coffee Break
16:00 -17:00	Keynote Presentation 4, Chair: Leon Petrosyan (St-Hubert Room) Phenomena in Inverse Stackelberg Games Geert Jan Olsder, Delft University of Technology, The Netherlands
	Official Dinner