1 citations · 1 across the 5 of their papers we have counts for
5 papers
Gaussian Cumulative Prospect Theory
Mederic Motte
We propose a novel parametrization of Cumulative Prospect Theory (CPT), as developed by Daniel Kahneman and Amos Tversky, that yields an explicit gamble valuation formula for Gauss…
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation
Delia Coculescu, Médéric Motte, Huyên Pham
We study binary opinion formation in a large population where individuals are influenced by the opinions of other individuals. The population is characterised by the existence of (…
Quantitative propagation of chaos for mean field Markov decision process with common noise
Médéric Motte, Huyên Pham
We investigate propagation of chaos for mean field Markov Decision Process with common noise (CMKV-MDP), and when the optimization is performed over randomized open-loop controls o…
Optimal bidding strategies for digital advertising
Médéric Motte, Huyên Pham
With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity t…
Mean-field Markov decision processes with common noise and open-loop controls
Médéric Motte, Huyên Pham
We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is pe…