Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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The blockchain folk theorem.

Blockchains, Cryptocurrency mining Stochastic analysis Software upgrades Computable general equilibrium models, Markov processes, Nash equilibrium, Peer-to-peer architecture Computer networks

Pareto Optima for a Class of Singular Control Games.

Interbank markets, LIBOR rate, Mathematical finance, Nash equilibrium, Pareto optimum, Singular stochastic control, Skorokhod problem, Stochastic control, Stochastic differential game

Contracting theory with competitive interacting Agents.

Competition, Moral hazard, Multidimensional quadratic BSDEs, Nash equilibrium, Principal multi-agents problems, Relative performance

Approximate Nash equilibria in large nonconvex aggregative games.

Large aggregative games, Nash equilibrium, Nonconvex game, Shapley-Folkman lemma

Singular mean-field control games.

Brownian motion, Mean-field stochastic differential equations, Nash equilibrium, Optimal singular control, Poisson random measures, Singular mean-field control games, Skorohod reflection problem, Stochastic maximum principles

Estimation of consumer demand on the air transport market.

Airlines, Competition, Concurrence, Costs, Cournot, Demand, Demande, Fonction de prix hédonique, Hedonic price function, Nash equilibrium, Politique des prix, Price elasticities, Price policies, Stabilité de marché, Élasticités des prix, Équilibre de Nash

Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions.

Existence theorem, Nash equilibrium, Noncooperative games

Competition among non-life insurers under solvency constraints: A game-theoretic approach.

Game theory, Market model, Nash equilibrium, Non-life insurance, Stack- elberg equilibrium

Reducing the debt : is it optimal to outsource an investment?

Nash equilibrium, Optimization, Outsourcing, Partial information, Public Debt, Public-Private-Partnership, Stackelberg equilibrium, Stochastic control

Berge–vaisman and nash equilibria: transformation of games.

Berge equilibrium, Berge–Vaisman Equilibria, Game theory, Nash equilibria, Nash equilibrium

Mobility management for the information centric future internet.

Equilibre de Nash, Equilibre de Stackelberg, Game Theory, Gestion de la mobilité, Information Centric Network (ICN), Mobility Management, Nash Equilibrium, Network of Information (NetInf), Stackelberg Equilibrium, Théorie des jeux

Mathematical Foundations of Game Theory.

Minmax theorem, Nash equilibrium, Normal form games, Rationalizability, Zero-sum games