158 citations · 415 across the 19 of their papers we have counts for
20 papers
Optimal Exploration of an Exhaustible Resource with Stochastic Discoveries
Ivar Ekeland, Wolfram Schlenker, Peter Tankov +1
The standard Hotelling model assumes that the stock of an exhaustible resource is known. We expand on the model by Arrow and Chang that introduced stochastic discoveries and for th…
Optimal transportation and the falsifiability of incompletely specified economic models
Ivar Ekeland, Alfred Galichon, Marc Henry
A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by t…
Comonotonic measures of multivariate risks
Ivar Ekeland, Alfred Galichon, Marc Henry
We propose a multivariate extension of a well-known characterization by S. Kusuoka of regular and coherent risk measures as maximal correlation functionals. This involves an extens…
The housing problem and revealed preference theory: duality and an application
Ivar Ekeland, Alfred Galichon
This paper exhibits a duality between the theory of Revealed Preference of Afriat and the housing allocation problem of Shapley and Scarf. In particular, it is shown that Afriat's…
A surjection theorem for maps with singular perturbation and loss of derivatives
Ivar Ekeland, Eric Séré
In this paper we introduce a new algorithm for solving perturbed nonlinear functional equations which admit a right-invertible linearization, but with an inverse that loses derivat…
An adverse selection approach to power pricing
Clémence Alasseur, Ivar Ekeland, Romuald Elie +2
We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems…