Publications associées à Isoelastic utility

Data-Driven Behaviour Estimation in Parametric Games

A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to estimate agents' util ...

Elsevier2023

Heterogeneity in decentralized asset markets

Julien Hugonnier

We study a canonical model of decentralized exchange for a durable good or asset, where agents are assumed to have time-varying, heterogeneous utility types. Whereas the existing literature has focused on the special case of two types, we allow agents' uti ...

ECONOMETRIC SOCIETY2022

Weak teachers: assisted specification of discrete choice models using ensemble learning algorithms

Timothy Michael Hillel

Discrete Choice Models (DCMs) have a distinct advantage over Machine Learning (ML) classification algorithms, in that they employ a highly interpretable linear structure. However, a key drawback of DCMs compared to ML is the need to specify the utility fun ...

2019

Scheduling trips through a bottleneck: monotonicity and stability

Nikolaos Geroliminis, Raphael Ali Francis Lamotte

This paper investigates the stability of departure time choice within a population of commuters that need to pass through a bottleneck of constant capacity. It is shown that the corresponding utility function is monotonic if and only if the marginal utilit ...

2019

Environmental Flows Determination and Monitoring with Hydraulic Habitat Models-Pushing the Boundaries of Habitat Models Application

Mikolaj Stanislaw Adamczyk, Piotr Parasiewicz

Hydraulic habitat simulation models were designed for the quantitative determination of environmental flows that consider the needs of aquatic fauna in rivers and streams. In the past 50 years, the modeling techniques were significantly developed, but expe ...

2019

Synthesis of single and interplant non-isothermal water networks

François Maréchal, Maziar Kermani

This paper addresses the synthesis problem of non-isothermal water networks using a mathematical programming approach. A heat-integrated water network superstructure and its corresponding mixed integer nonlinear programming (MINLP) model is proposed for th ...

2017

Acute stress alters individual risk taking in a time-dependent manner and leads to anti-social risk

Maria del Carmen Sandi Perez, Samuel Bendahan, Leyla Loued-Khenissi, Fiona Hollis, John Christian Thoresen, Lorenz Goette

Decision-making processes can be modulated by stress, and the time elapsed from stress induction seems to be a crucial factor in determining the direction of the effects. Although current approaches consider the ﬁrst post-stress hour a uniform period, the ...

2017

Predicting Users' Motivations behind Location Check-Ins and Utility Implications of Privacy Protection Mechanisms

Jean-Pierre Hubaux, Kévin Clément Huguenin, Igor Bilogrevic, Reza Shokri, Stefan Mihaila

Location check-ins contain both geographical and semantic information about the visited venues, in the form of tags (e.g., “restaurant”). Such data might reveal some personal information about users beyond what they actually want to disclose, hence their p ...

2015

Tracking freeriders in gossip-based content dissemination systems

Rachid Guerraoui, Anne-Marie Kermarrec, Maxime Monod, Kévin Clément Huguenin

Gossip-based protocols have proven very efficient for disseminating high-bandwidth content such as video streams in a peer-to-peer fashion. However, for the protocols to work, nodes are required to collaborate by devoting a fraction of their upload bandwid ...

Elsevier2014

Bidder optimal assignments for general utilities

Monika Henzinger, Ingmar Weber

We study the problem of matching bidders to items where each bidder i has general, strictly monotonic utility functions u(i,j)(p(j)) expressing his utility of being matched to item j at price p(j). For this setting we prove that a bidder optimal outcome al ...

Elsevier Science Bv2013

Real options and risk aversion

Erwan Morellec, Julien Hugonnier

In the standard real options approach to investment under uncertainty, agents formulate optimal policies under the assumptions of risk neutrality or complete financial markets. Although these assumptions are crucial to the implications of the approach, the ...

2012

Enhance & Explore: an Adaptive Algorithm to Maximize the Utility of Wireless Networks

Patrick Thiran, Julien Pierre Sacha Herzen, Ruben Merz, Adel Aziz

The goal of jointly providing efficiency and fairness in wireless networks can be seen as the problem of maximizing a given utility function. In contrast with wired networks, the capacity of wireless networks is typically time-varying and not known explici ...

2011

Essays on Equilibrium Asset Pricing

Rodolfo Javier Prieto Katunaric

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

Bidder Optimal Assignments for General Utilities

Monika Henzinger, Paul David Dütting, Ingmar Weber

We study the problem of matching bidders to items where each bidder i has a general, strictly monotonic utility functions u_{i,j}(p_j) expressing her utility of being matched to item j at price p_j . For this setting we prove that a bidder optimal outcome ...

Springer2009

Risk Aversion in Laboratory Asset Markets

We review the use of behavior from television game shows to infer risk attitudes. These shows provide evidence when contestants are making decisions over very large stakes, and in a replicated, structured way. Inferences are generally confounded by the sub ...

JAI Press, Research in Experimental Economics2008

M-DPOP: Faithful distributed implementation of efficient social choice problems

Boi Faltings, Adrian Petcu, David C. Parkes

In the efficient social choice problem, the goal is to assign values, subject to side constraints, to a set of variables to maximize the total utility across a population of agents, where each agent has private information about its utility function. In th ...

2008