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1

Multi-asset portfolio selection problem with transaction costs

Marianne Akian, Jose Luis Menaldi, Agnès Sulem

Journal:

Mathematics and Computers in Simulation

Year:

1995

Language:

english

File:

PDF, 469 KB

english, 1995

2

Best approximation in max-plus semimodules

Marianne Akian, Stéphane Gaubert, Viorel Niţică, Ivan Singer

Journal:

Linear Algebra and its Applications

Year:

2011

Language:

english

File:

PDF, 635 KB

english, 2011

3

Un théorème de représentation des solutions de viscosité d'une équation d'Hamilton–Jacobi–Bellman ergodique dégénérée sur le tore

Marianne Akian, Benoît David, Stéphane Gaubert

Journal:

Comptes Rendus Mathematique

Year:

2008

File:

PDF, 141 KB

2008

4

Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Marianne Akian, Agnès Sulem, Michael I. Taksar

Journal:

Mathematical Finance

Year:

2001

Language:

english

File:

PDF, 321 KB

english, 2001

5

Brief exposure of embryos to steroids or aromatase inhibitor induces sex reversal in Nile tilapia ( Oreochromis niloticus )

Gennotte, Vincent, Mafwila Kinkela, Patrick, Ulysse, Bernard, Akian Djétouan, Dieudonné, Bere Sompagnimdi, Frédéric, Tomson, Thomas, Mélard, Charles, Rougeot, Carole

Journal:

Journal of Experimental Zoology Part A Ecological Genetics and Physiology

Year:

2015

Language:

english

File:

PDF, 230 KB

english, 2015

6

Densities of Idempotent Measures and Large Deviations

Journal:

Transactions of the American Mathematical Society

Year:

1999

Language:

english

File:

PDF, 3.74 MB

english, 1999

7

The Operator Approach to Entropy Games

Akian, Marianne, Gaubert, Stéphane, Grand-Clément, Julien, Guillaud, Jérémie

Journal:

Theory of Computing Systems

Year:

2019

Language:

english

File:

PDF, 1.79 MB

english, 2019

8

Asymptotics of the Perron eigenvalue and eigenvector using max-algebra

Marianne Akian, Ravindra Bapat, Stéphane Gaubert

Journal:

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Year:

1998

File:

PDF, 484 KB

1998

9

Multigrid methods for two-player zero-sum stochastic games

Marianne Akian, Sylvie Detournay

Journal:

Numerical Linear Algebra with Applications

Year:

2012

Language:

english

File:

PDF, 1.28 MB

english, 2012

10

On an Investment-Consumption Model with Transaction Costs

Akian, Marianne, Menaldi, José Luis, Sulem, Agnès

Journal:

SIAM Journal on Control and Optimization

Year:

1996

Language:

english

File:

PDF, 2.82 MB

english, 1996

11

The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis

Akian, Marianne, Gaubert, Stéphane, Lakhoua, Asma

Journal:

SIAM Journal on Control and Optimization

Year:

2008

Language:

english

File:

PDF, 621 KB

english, 2008

12

Ergodic Control and Polyhedral Approaches to PageRank Optimization

Fercoq, Olivier, Akian, Marianne, Bouhtou, Mustapha, Gaubert, Stephane

Journal:

IEEE Transactions on Automatic Control

Year:

2013

Language:

english

File:

PDF, 2.71 MB

english, 2013

13

Acoustic signals produced by Nile tilapia Oreochromis niloticus and black-chinned tilapia Sarotherodon melanotheron during intra- and interspecific pairings

Akian, DieudonnÃ© DjÃ©touan, Yao, Kouakou, Parmentier, Eric, Joassard, Lucette, Clota, FrÃ©dÃ©ric, Baroiller, Jean-FranÃ§ois, Lozano, Paul, Chatain, BÃ©atrice, BÃ©gout, Marie-Laure

Journal:

Year:

2020

File:

PDF, 3.36 MB

2020

14

On Super-high Frequencies in Discontinuous 1st-Order Delay–Differential Equations

M. Akian, P.-A. Bliman

Journal:

Journal of Differential Equations

Year:

2000

Language:

english

File:

PDF, 307 KB

english, 2000

15

Perturbation of eigenvalues of matrix pencils and the optimal assignment problem

Marianne Akian, Ravindra Bapat, Stéphane Gaubert

Journal:

Comptes Rendus Mathematique

Year:

2004

Language:

french

File:

PDF, 130 KB

french, 2004

16

Asymptotic analysis of bending-dominated shell junctions

Journal:

Journal de Mathématiques Pures et Appliquées

Year:

2005

Language:

english

File:

PDF, 456 KB

english, 2005

17

Non-Gaussian simulation using Hermite polynomials expansion and maximum entropy principle

Bénédicte Puig, Jean-Luc Akian

Journal:

Probabilistic Engineering Mechanics

Year:

2004

Language:

english

File:

PDF, 247 KB

english, 2004

18

Spectral theorem for convex monotone homogeneous maps, and ergodic control

Marianne Akian, Stéphane Gaubert

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2003

Language:

english

File:

PDF, 550 KB

english, 2003

19

Photodynamic parameters in the chick chorioallantoic membrane (CAM) bioassay for topically applied photosensitizers

Marie J. Hammer-Wilson, Lori Akian, Jenny Espinoza, Sol Kimel, Michael W. Berns

Journal:

Journal of Photochemistry and Photobiology B: Biology

Year:

1999

Language:

english

File:

PDF, 414 KB

english, 1999

20

Invertibility of functional Galois connections

Marianne Akian, Stéphane Gaubert, Vassili Kolokoltsov

Journal:

Comptes Rendus Mathematique

Year:

2002

Language:

french

File:

PDF, 85 KB

french, 2002

21

Stability and convergence in discrete convex monotone dynamical systems

Marianne Akian, Stéphane Gaubert, Bas Lemmens

Journal:

Journal of Fixed Point Theory and Applications

Year:

2011

Language:

english

File:

PDF, 385 KB

english, 2011

22

Analyse asymptotique des jonctions de coques en flexion

Journal:

Comptes Rendus de l'Académie des Sciences - Series IIB - Mechanics-Physics-Astronomy

Year:

1999

File:

PDF, 346 KB

1999

23

[IEEE 2008 47th IEEE Conference on Decision and Control - Cancun, Mexico (2008.12.9-2008.12.11)] 2008 47th IEEE Conference on Decision and Control - Convergence analysis of the Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems

Akian, Marianne, Gaubert, Stephane, Lakhoua, Asma

Year:

2008

Language:

english

File:

PDF, 398 KB

english, 2008

24

Some results of error evaluation for a non-Gaussian simulation method

Akian, Jean-Luc, Puig, Bénédicte

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 230 KB

english, 2004

25

Tropical bounds for eigenvalues of matrices

Akian, Marianne, Gaubert, Stéphane, Marchesini, Andrea

Journal:

Linear Algebra and its Applications

Year:

2014

Language:

english

File:

PDF, 370 KB

english, 2014

26

[IEEE 1986 25th IEEE Conference on Decision and Control - Athens, Greece (1986.12.10-1986.12.12)] 1986 25th IEEE Conference on Decision and Control - On the stochastic Ramsey problem

Akian, Marianne, Bensoussan, Alain

Year:

1986

Language:

english

File:

PDF, 130 KB

english, 1986

27

Topologies on lattice ordered groups, separation from closed downward sets and conjugations of type Lau

Akian*, Marianne, Singer, Ivan

Journal:

Year:

2003

Language:

english

File:

PDF, 382 KB

english, 2003

28

[IEEE 44th IEEE Conference on Decision and Control - Seville, Spain (12-15 Dec. 2005)] Proceedings of the 44th IEEE Conference on Decision and Control - Solutions of max-plus linear equations and large deviations

Akian, M., Gaubert, S., Kolokoltsov, V.

Year:

2005

Language:

english

File:

PDF, 178 KB

english, 2005

29

[IEEE 27th IEEE Conference on Decision and Control - Austin, TX, USA (7-9 Dec. 1988)] Proceedings of the 27th IEEE Conference on Decision and Control - Dynamic programming complexity and application

Akian, M., Chancelier, J.P., Quadrat, J.P.

Year:

1988

Language:

english

File:

PDF, 528 KB

english, 1988

30

[IEEE 2013 IEEE 52nd Annual Conference on Decision and Control (CDC) - Firenze (2013.12.10-2013.12.13)] 52nd IEEE Conference on Decision and Control - Solving multichain stochastic games with mean payoff by policy iteration

Akian, Marianne, Cochet-Terrasson, Jean, Detournay, Sylvie, Gaubert, Stephane

Year:

2013

Language:

english

File:

PDF, 397 KB

english, 2013

31

[IEEE 29th IEEE Conference on Decision and Control - Honolulu, HI, USA ()] 29th IEEE Conference on Decision and Control - Linear systems in (max, +) algebra

Akian, M., Cohen, G., Gaubert, S., Nikoukhah, R., Quadrat, J.P.

Year:

1990

Language:

english

File:

PDF, 595 KB

english, 1990

32

[IEEE 39th IEEE Conference on Decision and Control - Sydney, NSW, Australia (12-15 Dec. 2000)] Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) - A stochastic conflict detection method integrating planned heading and velocity changes

Blin, K., Akian, M., Bonnans, F., Hoffman, E., Zeghal, K.

Year:

2000

Language:

english

File:

PDF, 578 KB

english, 2000

33

[IEEE Proceedings of the 45th IEEE Conference on Decision and Control - San Diego, CA, USA (2006.12.13-2006.12.15)] Proceedings of the 45th IEEE Conference on Decision and Control - How to find horizon-independent optimal strategies leading off to infinity: a max-plus approach

Akian, Marianne, Gaubert, Stephane, Walsh, Cormac

Year:

2006

Language:

english

File:

PDF, 256 KB

english, 2006

34

[IEEE 44th IEEE Conference on Decision and Control - Seville, Spain (12-15 Dec. 2005)] Proceedings of the 44th IEEE Conference on Decision and Control - The max-plus finite element method for optimal control problems: further approximation results

Akian, M., Gaubert, S., Lakhoua, A.

Year:

2005

Language:

english

File:

PDF, 305 KB

english, 2005

35

A SIMPLE PROOF OF THE ELLIPTICITY OF KOITER'S MODEL

AKIAN, JEAN-LUC

Journal:

Analysis and Applications

Year:

2003

Language:

english

File:

PDF, 194 KB

english, 2003

36

TROPICAL POLYHEDRA ARE EQUIVALENT TO MEAN PAYOFF GAMES

AKIAN, MARIANNE, GAUBERT, STÉPHANE, GUTERMAN, ALEXANDER

Journal:

International Journal of Algebra and Computation

Year:

2012

Language:

english

File:

PDF, 583 KB

english, 2012

37

Iteration of order preserving subhomogeneous maps on a cone

AKIAN, MARIANNE, GAUBERT, STÉPHANE, LEMMENS, BAS, NUSSBAUM, ROGER

Journal:

Mathematical Proceedings of the Cambridge Philosophical Society

Year:

2006

Language:

english

File:

PDF, 374 KB

english, 2006

38

Some results of error evaluation for a non-Gaussian simulation method

Akian, Jean-Luc, Puig, Bénédicte

Journal:

Monte Carlo Methods and Applications

Year:

2004

Language:

english

File:

PDF, 309 KB

english, 2004

39

Uniqueness of the fixed point of nonexpansive semidifferentiable maps

Akian, Marianne, Gaubert, Stéphane, Nussbaum, Roger

Journal:

Transactions of the American Mathematical Society

Year:

2015

Language:

english

File:

PDF, 701 KB

english, 2015

40

[American Institute of Aeronautics and Astronautics 18th Applied Aerodynamics Conference - Denver,CO,U.S.A. (14 August 2000 - 17 August 2000)] 18th Applied Aerodynamics Conference - A stochastic conflict detection model revisited

Blin, Karine, Akian, Marianne, Bonnans, Frederic, Hoffman, Eric, Martini, Claude, Zeghal, Karim

Year:

2000

Language:

english

File:

PDF, 829 KB

english, 2000

41

[IEEE 2015 54th IEEE Conference on Decision and Control (CDC) - Osaka, Japan (2015.12.15-2015.12.18)] 2015 54th IEEE Conference on Decision and Control (CDC) - Hypergraph conditions for the solvability of the ergodic equation for zero-sum games

Akian, Marianne, Gaubert, Stephane, Hochart, Antoine

Year:

2015

Language:

english

File:

PDF, 293 KB

english, 2015

42

Control of delay systems with relay

Journal:

IMA Journal of Mathematical Control and Information

Year:

2002

Language:

english

File:

PDF, 214 KB

english, 2002

43

Non-archimedean valuations of eigenvalues of matrix polynomials

Akian, Marianne, Bapat, Ravindra, Gaubert, Stéphane

Journal:

Linear Algebra and its Applications

Year:

2016

Language:

english

File:

PDF, 740 KB

english, 2016

44

[IEEE 2014 IEEE 53rd Annual Conference on Decision and Control (CDC) - Los Angeles, CA, USA (2014.12.15-2014.12.17)] 53rd IEEE Conference on Decision and Control - Generic uniqueness of the bias vector of mean payoff zero-sum games

Akian, Marianne, Gaubert, Stephane, Hochart, Antoine

Year:

2014

Language:

english

File:

PDF, 342 KB

english, 2014

45

[IEEE 1995 34th IEEE Conference on Decision and Control - New Orleans, LA, USA (13-15 Dec. 1995)] Proceedings of 1995 34th IEEE Conference on Decision and Control - A finite horizon multidimensional portfolio selection problem with singular transactions

Akian, M., Sequier, P., Sulem, A.

Year:

1995

Language:

english

File:

PDF, 508 KB

english, 1995

46

Log-majorization of the moduli of the eigenvalues of a matrix polynomial by tropical roots

Akian, Marianne, Gaubert, Stéphane, Sharify, Meisam

Journal:

Linear Algebra and its Applications

Year:

2016

Language:

english

File:

PDF, 677 KB

english, 2016

47

Self-feeding behaviour and personality traits in tilapia: A comparative study between Oreochromis niloticus and Sarotherodon melanotheron

Benhaïm, David, Akian, Djétouan Dieudonné, Ramos, Mathieu, Ferrari, Sébastien, Yao, Kouakou, Bégout, Marie-Laure

Journal:

Applied Animal Behaviour Science

Year:

2017

Language:

english

File:

PDF, 578 KB

english, 2017

48

Reproductive behaviour of two tilapia species ( Oreochromis niloticus , Linné, 1758; Sarotherodon melanotheron, Rüppel, 1852) in freshwater intra and interspecific pairing context

Akian, Djétouan Dieudonné, Yao, Kouakou, Clota, Frédéric, Lozano, Paul, Baroiller, Jean François, Chatain, Béatrice, Bégout, Marie-Laure

Journal:

Applied Animal Behaviour Science

Year:

2017

Language:

english

File:

PDF, 639 KB

english, 2017

49

[IEEE 2016 IEEE 55th Conference on Decision and Control (CDC) - Las Vegas, NV, USA (2016.12.12-2016.12.14)] 2016 IEEE 55th Conference on Decision and Control (CDC) - A probabilistic max-plus numerical method for solving stochastic control problems

Akian, Marianne, Fodjo, Eric

Year:

2016

Language:

english

File:

PDF, 193 KB

english, 2016

50

[IEEE 2017 15th International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks (WiOpt) - Paris, France (2017.5.15-2017.5.19)] 2017 15th International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks (WiOpt) - A bilevel optimization model for load balancing in mobile networks through price incentives

Eytard, Jean Bernard, Akian, Marianne, Bouhtou, Mustapha, Gaubert, Stephane

Year:

2017

Language:

english

File:

PDF, 524 KB

english, 2017