Michèle Breton

27 papers Journal 27
YearRankTypeTitle / Venue / Authors
2025 J jnl
Evaluation of counterparty credit risk under netting agreements.
Eur. J. Oper. Res.
Ahmadreza Tavasoli, Michèle Breton
2025 J jnl
LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework.
SIAM J. Control. Optim.
Hanchao Liu, Dena Firoozi, Michèle Breton
2025 J jnl
Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments.
CoRR
Rinel Foguen Tchuendom, Dena Firoozi, Michèle Breton
2025 J jnl
Restrictive Clauses in Loan Contracts: A Sequential Stackelberg Game Interpretation.
Dyn. Games Appl.
Michèle Breton, Tiguéné Nabassaga
2024 J jnl
Operational Research: methods and applications.
J. Oper. Res. Soc.
Fotios Petropoulos, Gilbert Laporte, Emel Aktas, Sibel A. Alumur, Claudia Archetti, Hayriye Ayhan, Maria Battarra, Julia A. Bennell, Jean-Marie Bourjolly, John E. Boylan, Michèle Breton, David Canca, Laurent Charlin, Bo Chen, Cihan Tugrul Cicek, Louis Anthony Cox, Christine S. M. Currie, Erik Demeulemeester, Li Ding, Stephen M. Disney, Matthias Ehrgott, Martin J. Eppler, Günes Erdogan, Bernard Fortz, L. Alberto Franco, Jens Frische, Salvatore Greco, Amanda J. Gregory, Raimo P. Hämäläinen, Willy Herroelen, Mike Hewitt, Jan Holmström, John N. Hooker, Tugçe Isik, Jill Johnes, Bahar Yetis Kara, Özlem Karsu, Katherine Kent, Charlotte Köhler, Martin H. Kunc, Yong-Hong Kuo, Adam N. Letchford, Janny Leung, Dong Li, Haitao Li, Judit Lienert, Ivana Ljubic, Andrea Lodi, Sebastián Lozano, Virginie Lurkin, Silvano Martello, Ian G. McHale, Gerald Midgley, John D. W. Morecroft, Akshay Mutha, Ceyda Oguz, Sanja Petrovic, Ulrich Pferschy, Harilaos N. Psaraftis, Sam Rose, Lauri Saarinen, Saïd Salhi, Jing-Sheng Song, Dimitrios Sotiros, Kathryn E. Stecke, Arne K. Strauss, Istenç Tarhan, Clemens Thielen, Paolo Toth, Tom Van Woensel, Greet Vanden Berghe, Christos Vasilakis, Vikrant Vaze, Daniele Vigo, Kai Virtanen, Xun Wang, Rafal Weron, Leroy White, Mike Yearworth, E. Alper Yildirim, Georges Zaccour, Xuying Zhao
2023 J jnl
LQG Risk-Sensitive Mean Field Games with a Major Agent: A Variational Approach.
CoRR
Hanchao Liu, Dena Firoozi, Michèle Breton
2014 J jnl
Evolutionary farsightedness in international environmental agreements.
Int. Trans. Oper. Res.
Michèle Breton, Samar Garrab
2013 J jnl
Cooperating and Non-cooperating Firms in Inventive and Absorptive Research.
J. Optim. Theory Appl.
Slim Ben Youssef, Michèle Breton, Georges Zaccour
2013 J jnl
Preface.
Comput. Manag. Sci.
Michèle Breton, Georges Zaccour
2012 J jnl
Game theoretic analysis of negotiations under bankruptcy.
Eur. J. Oper. Res.
Amira Annabi, Michèle Breton, Pascal François
2012 J jnl
Project-to-Organization Matching: An Integrated Risk Assessment Approach.
Int. J. Inf. Technol. Proj. Manag.
Fereshteh Mafakheri, Michèle Breton, Satyaveer Singh Chauhan
2010 J jnl
Mutual fund competition in the presence of dynamic flows.
Autom.
Michèle Breton, Julien Hugonnier, Tarek Masmoudi
2010 J jnl
Option Pricing Under GARCH Processes Using PDE Methods.
Oper. Res.
Michèle Breton, Javier de Frutos
2009 J jnl
Dynamic Programming Approach for Valuing Options in the GARCH Model.
Manag. Sci.
Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez
2009 J jnl
Stability of international environmental agreements: an illustration with asymmetrical countries.
Int. Trans. Oper. Res.
Olivier Bahn, Michèle Breton, Lucia Sbragia, Georges Zaccour
2008 J jnl
Incentive equilibrium in an overlapping-generations environmental game.
Eur. J. Oper. Res.
Michèle Breton, Abderrahmane Sokri, Georges Zaccour
2008 J jnl
Special Issue of Computers & Operations Research Applications of OR in Finance.
Comput. Oper. Res.
Michèle Breton
2006 J jnl
A Note on Feedback Sequential Equilibria in a Lanchester Model with Empirical Application.
Manag. Sci.
Michèle Breton, Ramla Jarrar, Georges Zaccour
2006 J jnl
A dynamic programming approach to price installment options.
Eur. J. Oper. Res.
Hatem Ben Ameur, Michèle Breton, Pascal François
2006 J jnl
A game-theoretic formulation of joint implementation of environmental projects.
Eur. J. Oper. Res.
Michèle Breton, Georges Zaccour, Mehdi Zahaf
2006 J jnl
Dynamic R&D with strategic behavior.
Comput. Oper. Res.
Michèle Breton, Désiré Vencatachellum, Georges Zaccour
2005 J jnl
A differential game of joint implementation of environmental projects.
Autom.
Michèle Breton, Georges Zaccour, Mehdi Zahaf
2003 J jnl
An Oil Pipeline Design Problem.
Oper. Res.
Jack Brimberg, Pierre Hansen, Keh-Wei Lin, Nenad Mladenovic, Michèle Breton
2002 J jnl
A Dynamic Programming Procedure for Pricing American-Style Asian Options.
Manag. Sci.
Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer
2002 J jnl
A decomposition approach for the solution of the unit loading problem in hydroplants.
Autom.
Michèle Breton, Saeb El Hachem, Abdelghani Hammadia
1995 J jnl
Algorithms for the solution of stochastic dynamic minimax problems.
Comput. Optim. Appl.
Michèle Breton, Saeb El Hachem
1985 J jnl
Market equilibrium in a multistage commodity network.
Autom.
Alain Haurie, Michèle Breton