272 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre for Economic Policy ResearchGB3 papers
- Toulouse School of EconomicsFR3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Imperial College LondonGB2 papers
- Université Toulouse-I-CapitoleFR2 papers
- Yale UniversityUS2 papers
- Australian National UniversityAU1 paper
- Capital Fund Management (France)FR1 paper
- Centro de Matematica Aplicada à Previsão e Decisão EconómicaPT1 paper
- Deakin UniversityAU1 paper
- EmpennFR1 paper
- Emporia State UniversityUS1 paper
3 papers · 1 filter
Constrained Optimization on Matrix Lie Groups via Interior-Point Method
Aclécio J. Santos, Jean C. Pereira, Guilherme V. Raffo
This paper proposes an interior-point framework for constrained optimization problems whose decision variables evolve on matrix Lie groups. The proposed method, termed the Matrix L…
Mixed-Strategy Equilibria in the War of Attrition under Uncertainty
Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti
We study a generic family of two-player continuous-time nonzero-sum stopping games modeling a war of attrition with symmetric information and stochastic payoffs that depend on an h…
Investment Timing and Technological Breakthroughs
Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti
We study the optimal investment policy of a firm facing both technological and cash-flow uncertainty. At any point in time, the firm can decide to invest in a standalone technology…