9 citations · 14 across the 23 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
q-fin.RM2017
Equivalence Between Time Consistency and Nested Formula
Henri Gérard, Michel de Lara, Jean-Philippe Chancelier
You are a financial analyst. At the beginning of every week, you are able to rank every pair of stochastic processes starting from that week up to the horizon. Suppose that two pro…
cs.AI2017
Rationally Biased Learning
Michel de Lara
Humans display a tendency to pay more attention to bad outcomes, often in a disproportionate way relative to their statistical occurrence. They also display euphorism, as well as a…
math.OC2017★ 1 cited
Robust Viability Analysis of a Controlled Epidemiological Model
Lilian Sofia Salcedo Sepulveda, Michel De Lara
Managing infectious diseases is a world public health issue, plagued by uncertainties. In this paper, we analyze the problem of viable control of a dengue outbreak under uncertaint…