Articles

Cav u and the dual game

B. De Meyer, D. ROSENBERG

Mathematics of Operations Research

août 1999, vol. 24, n°3, pp.619-626

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


We give an alternative proof of a theorem of Aumann and Maschler that characterizes the limit of the values of finitely repeated games with lack of information on one side as the concavification of the value of the game where none of the players has any information. Our proof is based on Fenchel duality techniques.

Distributions with known initial hazard rate functions

M. Shaked, M. SCARSINI

Journal of Statistical Planning and Inference

1999, vol. 78, n°1-2, pp.39-55

Départements : Economie et Sciences de la décision


The purpose of this paper is to study the distributional properties of a non-negative random vector , based on the knowledge of the initial hazard rate functions only. First we study various stochastic orders and stochastic bounds of random vectors that have the same initial hazard rate functions. Then we include some comments about extensions of the results of the paper to n-dimensional vectors (n>2). The results in this paper have various applications in the competing risks theory

Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals

M. SCARSINI, M. Shaked, H. Li

Journal of Multivariate Analysis

1999, vol. 68, pp.54-77

Départements : Economie et Sciences de la décision


Halévy's Bentham is Bentham

P. MONGIN, N. Sigot

Philosophy

1999, vol. 74, pp.271-281

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


Introduction

P. MONGIN

Revue Economique

1999, vol. 50, n°4, pp.661-667

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


L'approche PLS

M. TENENHAUS

Revue de Statistique Appliquée

1999, vol. XLVII, n°2, pp.5-40

Départements : Economie et Sciences de la décision


Méthodes divisives de classification et segmentation non supervisée : recherche d'une typologie de la peau humaine saine

M. TENENHAUS, M. Chavent, C. Guinot, Y. Lechevallier

Revue de Statistique Appliquée

1999, vol. XLVII, n°4, pp.87-99

Départements : Economie et Sciences de la décision


Nash equilibria of repeated games with observable payoff vectors

T. TOMALA

Games and Economic Behavior

août 1999, vol. 28, n°2, pp.310-324

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


Keywords Plus: FOLK THEOREM; INFORMATION Abstract: We study a model of repeated games with imperfect monitoring where the payoff vectors observable. In this situation, any profitable deviation is detectable by all the players but the identity of the deviator may be unknown. We design collective punishments directed against the set of potential deviators. A particular class of signals is studied for which a characterization of the set of equilibrium payoffs is obtained

Normes et jugements de valeur en économie normative

P. MONGIN

Social Science Information / Information sur les sciences sociales

1999, vol. 38, pp.521-553

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


On risk aversion with two risks

O. Kella, M. SCARSINI, I. Finkelshtain

Journal of Mathematical Economics

1999, vol. 31, n°2, pp.239-250

Départements : Economie et Sciences de la décision


We consider necessary and sufficient conditions for risk aversion to one risk in the presence of another non-insurable risk. The conditions (on the bivariate utility function) vary according to the conditions imposed on the joint distribution of the risks. If only independent risks are considered, then any utility function which is concave in its first argument will satisfy the condition of risk aversion. If risk aversion is required for all possible pairs of risks, then the bivariate utility function has to be additively separable. An interesting intermediate case is obtained for random pairs that possess a weak form of positive dependence. In that case, the utility function will exhibit both risk aversion (concavity) in its first argument, and bivariate risk aversion (submodularity)


JavaScriptSettings