Groupe d’études et de recherche en analyse des décisions

Publications

Michèle Breton

Articles

Collusion and demand variability
et
Economics Bulletin, 35(1), 241–246, 2015 référence BibTeX
Mutual fund competition in the presence of dynamic flows
, et
Automatica, 46, 1176–1185, 2010 référence BibTeX
An analysis of the true notional bond system applied to the CBOT T-bond futures
, et
Journal of Banking and Finance, 33(3), 534–545, 2009 référence BibTeX
Dynamic programming approach for valuing options in the GARCH model
, et
Management Science, 55(2), 252–266, 2009 référence BibTeX
Who benefits from price indexation
et
Economics Bulletin, 29(4), 2009 référence BibTeX
Incentive equilibrium in an overlapping-generations environmental game
, et
European Journal of Operational Research, 185(2), 687–699, 2008 référence BibTeX
The welfare effects of unbundling gas storage and distribution
et
Energy Economics, 30(3), 732–747, 2008 référence BibTeX
A differential game of joint implementation of environmental projects
, et
Automatica, 41(10), 1737–1749, 2006 référence BibTeX
Dynamic R&D with strategic behavior
, et
Computers & Operations Research, 33(2), 426–437, 2006 référence BibTeX
A dynamic programming approach to price installment options
, et
European Journal of Operational Research, 169(2), 667–676, 2006 référence BibTeX
A game-theoretic formulation of joint implementation of environmental projects
, et
European Journal of Operational Research, 168(1), 221–239, 2006 référence BibTeX
A note on feedback stackelberg equilibria in a lanchester model with empirical application
, et
Management Science, 52(5), 804–811, 2006 référence BibTeX
International cooperation, coalitions stability and free-riding in a game of pollution control
, et
The Manchester School, 74(1), 103–121, 2006 référence BibTeX
Efficiency of Bertrand and Cournot under precommitment
, et
Game Theory and Applications, 10, 31–38, 2005 référence BibTeX
Efficiency of Bertrand and Cournot: A two stage game
et
Dynamic Games: Theory and Applications, 161–173, 2005 référence BibTeX
Accounting for losses in the optimization of production of hydroplants
, et
IEEE Transactions on Energy Conversion, 19(2), 346–351, 2004 référence BibTeX
Dynamic-model of research-and-development, spillovers, and efficiency of Bertrand and Cournot equilibria
, et
Journal of Optimization Theory and Applications, 123(1), 1–25, 2004 référence BibTeX

Livres

Chapitres de livre

A great fish war model with asymmetric players
et
M. Finus, A. Caparros (eds), Game Theory And International Environmental Cooperation – Essential readings, Edward Elgar publishing, 911–934, 2015 référence BibTeX
Approximation of dynamic programs
et
Duan J.C. & Härdle W. & Gentle J.E. , Handbook of Computational Finance, Springer, 633–649, 2012 référence BibTeX
A game theoretic perspective on bankruptcy procedures / Utilisation de la théorie des jeux pour l’analyse des procédures de faillite
Sarra J.P., Annual Review of Insolvency Law 2012, Carswell, 803–832, 2012 référence BibTeX
Feedback Stackelberg equilibria in a dynamic game of advertising competition: A numerical analysis
, et
Proceedings of the Fifth International Workshop on Dynamic Games and Applications, 2005 référence BibTeX