Groupe d’études et de recherche en analyse des décisions

Publications

Michèle Breton

Articles

History is repeating itself: Get ready for a long dry spell
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À paraître dans : Financial Analysts Journal, 25 pages, 2016 référence BibTeX
Collusion and demand variability
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Economics Bulletin, 35(1), 241–246, 2015 référence BibTeX
Mutual fund competition in the presence of dynamic flows
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Automatica, 46, 1176–1185, 2010 référence BibTeX
An analysis of the true notional bond system applied to the CBOT T-bond futures
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Journal of Banking and Finance, 33(3), 534–545, 2009 référence BibTeX
Dynamic programming approach for valuing options in the GARCH model
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Management Science, 55(2), 252–266, 2009 référence BibTeX
Who benefits from price indexation
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Economics Bulletin, 29(4), 2009 référence BibTeX
Incentive equilibrium in an overlapping-generations environmental game
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European Journal of Operational Research, 185(2), 687–699, 2008 référence BibTeX
The welfare effects of unbundling gas storage and distribution
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Energy Economics, 30(3), 732–747, 2008 référence BibTeX
A differential game of joint implementation of environmental projects
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Automatica, 41(10), 1737–1749, 2006 référence BibTeX
Dynamic R&D with strategic behavior
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Computers & Operations Research, 33(2), 426–437, 2006 référence BibTeX
A dynamic programming approach to price installment options
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European Journal of Operational Research, 169(2), 667–676, 2006 référence BibTeX
A game-theoretic formulation of joint implementation of environmental projects
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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
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Management Science, 52(5), 804–811, 2006 référence BibTeX
International cooperation, coalitions stability and free-riding in a game of pollution control
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The Manchester School, 74(1), 103–121, 2006 référence BibTeX
Efficiency of Bertrand and Cournot under precommitment
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Game Theory and Applications, 10, 31–38, 2005 référence BibTeX
Efficiency of Bertrand and Cournot: A two stage game
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Dynamic Games: Theory and Applications, 161–173, 2005 référence BibTeX
Accounting for losses in the optimization of production of hydroplants
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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
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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
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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
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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
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Proceedings of the Fifth International Workshop on Dynamic Games and Applications, 2005 référence BibTeX