Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
tel-00703797, version 2 - 7 Jun 2012<br />
BIBLIOGRAPHY<br />
Facchinei, F., Fischer, A. and Piccialli, V. (2007), ‘On generalized Nash games and variational<br />
inequalities’, Operations Research Letters 35(2), 159–164. 142<br />
Facchinei, F., Fischer, A. and Piccialli, V. (2009), ‘Generalized Nash equilibrium problems<br />
and Newton methods’, Math. Program., Ser. B 117(1-2), 163–194. 139, 155, 156<br />
Facchinei, F. and Kanzow, C. (1997), ‘A <strong>non</strong>smooth inexact Newton method for the solution<br />
of large-scale <strong>non</strong>linear complementarity problems’, Mathematical Programming 76(3), 493–<br />
512. 156<br />
Facchinei, F. and Kanzow, C. (2009), Generalized Nash equilibrium problems. Updated version<br />
of the ’quaterly journal of operations research’ version. 138, 139, 140, 141, 142<br />
Facchinei, F. and Pang, J.-S. (2003), Finite-Dimensional Variational Inequalities and Complementary<br />
Problems. Volume II, Springer-Verlag New York, Inc. 139, 146, 152, 154, 159<br />
Fan, J.-Y. (2003), ‘A modified Levenberg-Marquardt algorithm for singular system of <strong>non</strong>linear<br />
equations’, Journal of Computational Mathematics 21(5), 625–636. 150<br />
Fan, J.-Y. and Yuan, Y.-X. (2005), ‘On the quadratic convergence of the Levenberg-Marquardt<br />
Method without <strong>non</strong>singularity assumption’, Computing 74(1), 23–39. 146, 150<br />
Fischer, A. (2002), ‘Local behavior of an iterative framework for generalized equations with<br />
<strong>non</strong>isolated solutions’, Math. Program., Ser. A 94(1), 91–124. 150<br />
Fukushima, M. and Pang, J.-S. (2005), ‘Quasi-variational inequalities, generalized Nash equilibria,<br />
and multi-lea<strong>de</strong>r-follower games’, Comput. Manag. Sci. 2, 21–56. 141<br />
Fukushima, M. and Qi, L., eds (1999), Reformulation - Nonsmooth, Piecewise Smooth, Semismooth<br />
and Smoothing Methods, Kluwer Aca<strong>de</strong>mic Publishers. 139<br />
Ip, C. and Kyparisis, J. (1992), ‘Local convergence of quasi-Newton methods for Bdifferentiable<br />
equations’, Mathematical Programming 56(1-3), 71–89. 155, 157<br />
Jeyakumar, V. (1998), Simple Characterizations of Superlinear Convergence for Semismooth<br />
Equations via Approximate Jacobians, Technical report, School of Mathematics, University<br />
of New South Wales. 155<br />
Jiang, H. (1999), ‘Global convergence analysis of the generalized Newton and Gauss-Newton<br />
methods for the Fischer-Burmeister equation for the complementarity problem’, Mathematics<br />
of Operations Research 24(3), 529–543. 158<br />
Jiang, H., Fukushima, M., Qi, L. and Sun, D. (1998), ‘A Trust Region Method for Solving<br />
Generalized Complementarity Problem’, SIAM Journal on Optimization 8(1). 158<br />
Jiang, H., Qi, L., Chen, X. and Sun, D. (1996), Semismoothness and superlinear convergence<br />
in <strong>non</strong>smooth optimization and <strong>non</strong>smooth equations, in ‘Nonlinear Optimization and Applications’,<br />
Plenum Press. 157<br />
Jiang, H. and Ralph, D. (1998), Global and local superlinear convergence analysis of Newtontype<br />
methods for semismooth equations with smooth least squares, in M. Fukushima and<br />
L. Qi, eds, ‘Reformulation - <strong>non</strong>smooth, piecewise smooth, semismooth and smoothing<br />
methods’, Boston MA: Kluwer Aca<strong>de</strong>mic Publishers. 155, 158<br />
167