Séminaires LEMMA

"Stackelberg-Cournot-Nash equilibria with Dempster-Shafer uncertainty and a-maxmin preferences ?"

Davide Petturiti, co-écrit avec Silvia Lorenzini et Barbara Vantaggi

Mardi 11 février 2025, 11h-12h

Lemma - 4 rue Blaise Desgoffe, 75006 Paris. Salle Maurice Desplas

Davide est Associate Professor au département d'économie de l'Université de Pérouse et chercheur associé au laboratoire d'informatique de l'Université Paris 6. Ses recherches portent sur la théorie de la décision et l'ambiguité dans les jeux. Voir ses travaux ici

Abstract : We consider the marginal problem in Dempster-Shafer theory within a finite setting, investigating the structure of the set of bivariate joint belief functions having fixed marginals. Next, we formulate a Kantorovich-like optimal transport problem, seeking to minimize the Choquet integral of a given cost function with respect to the set of joint belief functions, by taking the α-maxmin criterion (namely, α-DSOT), where the parameter α ∈ [0, 1] is a pessimism index. We show that the subcase given by an additive marginal and a non-additive one allows to model a game under ambiguity, through the definition of the Stackelbeg-Cournot-Nash equilibrium with Dempster-Shafer uncertainty and α-maxmin preferences (namely, α-DS-SCNE). Assuming mild regularity conditions, we prove the existence of α-DS-SCNEs and propose an algorithm to approximate an equilibrium based on a suitable entropic formulation of α-DSOT, inspired to the additive case. A distinguished instance of the introduced game-theoretic model is a market with many small investors, divided in a finite number of types with an ambiguous distribution. Investors’ choices result in a purchase portfolio on a finite set of assets which, in turn, depends on asset prices fixed by the market maker and the interactions among investors.

"Peer Effects and the Gender Gap in Corporate Leadership: Evidence from MBA Students ?"

Ashley Wong, co-écrit avec Menaka Hampole et Francesca Truffa

Mardi 4 février 2025, 11h-12h

Lemma - 4 rue Blaise Desgoffe, 75006 Paris. Salle Maurice Desplas