Université Paris 1 Panthéon-Sorbonne

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                    Researchers             Seminars            PhD Students

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 Mathematical economics and games

- Mathematical economics and theoretical economics

- Game, décision ans network economics

- Optimization and economic applications

 

 

- Equilibrium analysis of financial markets, restricted participation, non-arbitrage prices, existence of equilibrium, extension to multi-period models, role of ambiguity aversion on the level of exchange;

 

- Market imperfections, regular economies and Pareto improving policy;

 

- Exchange processes, myopic agents, role of money, extension to incomplete markets;

 

- Micro-econometrics and research of hidden factors, shadow prices and formalization using Riemannian geometry;

 

- Asymmetric information and characterization of limit price processes on financial markets, role of agents’ risk aversion;

 

- Game theory analysis of power relations, study of interaction bundle describing the power structure;

 

- Existence of Nash equilibrium for discontinuous games, fixed point theory, generalized convexity and coercivity;

 

- Analysis of vote and influence functions;

 

- New models of decision and game theory;

 

- Dynamic optimization, economic growth and overlapping generation models with production;

 

- Combinatorial optimization, algorithms with guaranteed performance, polynomial approximations, sensitivity analysis and adaptive methods.