Dans ce rapport, nous donnons un calcul analytique du gradient de la log-vraisemblance dans le cas gaussien. Nous étudions aussi un estimateur recursif qui donne de bons resultats sur des donnees simulees.

We characterize, for any model of repeated interaction with incomplete information and signals, the information that players can learn through finite procedures robust to unilateral deviations.

IN this paper firstly, we obtain convergence results for a sequence of minimal elements of sets under assumptions of minimal character. Then, we present similar results for suitable notions of approximate minimal elements of sets.

On etudie l'interdependance des economies dans un modele a horizon infini et compose de deux pays. Trois elements distinguent les pays : la productivite globale des facteurs, les dotations initiales et l'elasticite de substitution intertemporelle des consommateurs sont differents dans les deux...

L'origine de ce travaial reside dans la question, dite teleologique, de la justification de scenarios determines par optimisation intertemporelle, pour les modeles macroeconomiques d'une economie non planifiee, mais susceptible de regulation. On aborde cette question par un approche constructive...

This paper investigates necessary conditions for an equilibrium to exist on a reinsurance market with short sale constraints. It establishes that, equilibrium, there exists an equivalent probability measure under which the reinsurance premium is the compensator of the jump process describing the...

The aim of this paper is to reveal empirically two kinds of mechanismis which operate on inventories: one is demand related and the other is supply related.