26 datasets found

This book is designed as the experimental support which makes it possible to the reader to constitute his own imaginary representation of the contents of this writing....

typos and corrections in references.

International audience

International audience

Motivated by the work of Musiela and Zariphopoulou \cite{zar-03}, we study the Itô random fields which are utility functions $U(t,x)$ for any $(\omega,t)$. The main...

Typo fixed in the title. To appear in Communications in Mathematical Physics

International audience

The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random...

International audience

15 pages.

We present a new primal-dual splitting algorithm for structured monotone inclusions in Hilbert spaces and analyze its asymptotic behavior. A novelty of our framework,...

International audience

Robertson and Seymour conjectured that the treewidth of a planar graph and the treewidth of its geometric dual differ by at most one. Lapoire solved this conjecture in...

We give a simple proof of the "tree-width duality theorem" of Seymour and Thomas that the tree-width of a finite graph is exactly one less than the largest order of...

We consider propagation of influence on a Configuration Model, where each vertex can be influenced by any of its neighbours but in its turn, it can only influence a...

International audience

International audience

Extended formulations are now widely used to solve hard combinatorial optimization problems. Such formulations have prohibitively-many variables and are generally...

We propose a splitting algorithm for solving a coupled system of primal-dual monotone inclusions in real Hilbert spaces. The proposed algorithm has a structure...

Extended version of Mathematical Structures in Computer Science, Cambridge University Press (CUP), 2012, 22 (4), pp.719-722. 〈10.1017/S0960129511000752〉