Maison de l'économie et de la gestion d'Aix
424 chemin du viaduc, CS80429
13097 Aix-en-Provence Cedex 2
Soubeyran
Publications
This paper has two aspects. Mathematically, in the context of global optimization, it provides the existence of an optimum of a perturbed optimization problem that generalizes the celebrated Ekeland variational principle and equivalent formulations (Caristi, Takahashi), whenever the perturbations need not satisfy the triangle inequality. Behaviorally, it is a continuation of the recent variational rationality approach of stay (stop) and change (go) human dynamics. It gives sufficient conditions for the existence of traps in a changing environment. In this way it emphasizes even more the striking correspondence between variational analysis in mathematics and variational rationality in psychology and behavioral sciences.
By using a pre-order principle in [Qiu JH. A pre-order principle and set-valued Ekeland variational principle. J Math Anal Appl. 2014;419:904–937], we establish a general equilibrium version of set-valued Ekeland variational principle (denoted by EVP), where the objective function is a set-valued bimap defined on the product of left-complete quasi-metric spaces and taking values in a quasi-ordered linear space, and the perturbation consists of a cone-convex subset of the ordering cone multiplied by the quasi-metric. Moreover, we obtain an equilibrium EVP, where the perturbation contains a σ-convex subset and the quasi-metric. From the above two general EVPs, we deduce several interesting corollaries, which extend and improve the related known results. Several examples show that the obtained set-valued EVPs are new. Finally, applying the above EVPs to organizational behavior sciences, we obtain some interesting results on organizational change and development with leadership. In particular, we show that the existence of robust organizational traps.
We consider a contracting relationship where the agent's effort induces monetary costs, and limits on the agent's resource restrict his capability to exert effort. We show that the principal finds it best to offer a sharing contract while providing the agent with an up-front financial transfer only when the monetary cost is neither too low nor too high. Thus, unlike in the limited liability literature, the principal might find it optimal to fund the agent. Moreover, both incentives and the amount of funding are nonmonotonic functions of the monetary cost. These results suggest that an increase in the interest rate may affect the form of contracts differently, depending on the initial level of the former. Using the analysis, we provide and discuss several predictions and policy implications.
In this paper, we extend the general descent method proposed by Attouch, Bolte and Svaiter [Math. Program. 137 (2013), 91-129] to deal with possible asymmetric like-distances. Using a w-distance as regularization term our results guarantee the convergence of bounded sequences, under the assumption that the objective function satisfies the Kurdyka-Łojasiewicz inequality. In particular, it improves some existing works on proximal point methods with quasi-distance as regularization term because we prove convergence of bounded sequences without any additional assumption on the w-distance unlike it have been done with quasi-distances. The last section gives an application relative to the emergence of habits after a succession of worthwhile moves which balance motivation and resistance to move.
The purpose of this paper is twofold. First, we examine convergence properties of an inexact proximal point method with a quasi distance as a regularization term in order to find a critical point (in the sense of Toland) of a DC function (difference of two convex functions). Global convergence of the sequence and some convergence rates are obtained with additional assumptions. Second, as an application and its inspiration, we study in a dynamic setting, the very important and difficult problem of the limit of the firm and the time it takes to reach it (maturation time), when increasing returns matter in the short run. Both the formalization of the critical size of the firm in term of a recent variational rationality approach of human dynamics and the speed of convergence results are new in Behavioral Sciences.
We consider the constrained multi-objective optimization problem of finding Pareto critical points of difference of convex functions. The new approach proposed by Bento et al. (SIAM J Optim 28:1104–1120, 2018) to study the convergence of the proximal point method is applied. Our method minimizes at each iteration a convex approximation instead of the (non-convex) objective function constrained to a possibly non-convex set which assures the vector improving process. The motivation comes from the famous Group Dynamic problem in Behavioral Sciences where, at each step, a group of (possible badly informed) agents tries to increase his joint payoff, in order to be able to increase the payoff of each of them. In this way, at each step, this ascent process guarantees the stability of the group. Some encouraging preliminary numerical results are reported.
This paper is devoted to new versions of Ekeland’s variational principle in set optimization with domination structure, where set optimization is an extension of vector optimization from vector-valued functions to set-valued maps using Kuroiwa’s set-less relations to compare one entire image set with another whole image set, and where domination structure is an extension of ordering cone in vector optimization; it assigns each element of the image space to its own domination set. We use Gerstewitz’s nonlinear scalarization function to convert a set-valued map into an extended real-valued function and the idea of the proof of Dancs-Hegedüs-Medvegyev’s fixed-point theorem. Our setting is applicable to dynamic processes of changing jobs in which the cost function does not satisfy the symmetry axiom of metrics and the class of set-valued maps acting from a quasimetric space into a real linear space. The obtained result is new even in simpler settings.
This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local stationary traps, which reflect such local equilibrium and the like positions in behavioral science models that are not worthwhile to quit. We establish constructive linear optimistic evaluations of local stationary traps by using generalized differential tools of variational analysis that involve subgradients and normals for nonsmooth and nonconvex objects as well as variational and extremal principles.
This chapter considers potential games, where agents play, each period, Nash worthwhile moves in alternation, such that their unilateral motivation to change rather than to stay, other players being supposed to stay, are high enough with respect to their resistance to change rather than to stay. This defines a generalized proximal alternating linearized algorithm, where resistance to change plays a major role, perturbation terms of alternating proximal algorithms being seen as the disutilities of net costs of moving.
This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local stationary traps, which reflect such local equilibrium and the like positions in behavioral science models that are not worthwhile to quit. We establish constructive linear optimistic evaluations of local stationary traps by using generalized differential tools of variational analysis that involve subgradients and normals for nonsmooth and nonconvex objects as well as variational and extremal principles.