Mathematics of decision making and statistics

Rey Dang, L'hocine Houanti, Michel Simioni, and Jean-Michel Sahut, “The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method”, Annals of Operations Research, vol. 347, April 2025, p. 333–365.

Thomas Ragel, and Bruno Ziliotto, “Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon”, Dynamic Games and Applications, April 2025.

Abdelaati Daouia, and Gilles Stupfler, “Risk measures beyond quantiles”, TSE Working Paper, n. 25-1632, April 2025.

Luc Attia, Lyuben Lichev, Dieter Mitsche, Raimundo Saona, and Bruno Ziliotto, “Random Zero-Sum Dynamic Games on Infinite Directed Graphs”, Dynamic Games and Applications, March 2025.

Laurent Miclo, “On the Helmholtz decomposition for finite Markov processes”, Séminaire de Probabilités, vol. 2363, March 2025, p. 263–292in Séminaire de Probabilités LII: Lecture Notes in Mathematics, Catherine Donati-Martin, Antoine Lejay, and Alain Rouault (eds.), Springer Cham, vol. 2363, March 2025, p. 263–292.

Pascal Bégout, and Jésus Ildefonso Diaz, “On the compactness of the support of solitary waves of the complex saturated nonlinear Schrödinger equation and related problems”, Physica D. Nonlinear Phenomena, vol. 472, February 2025.

Andreas Alfons, Aurore Archimbaud, Klaus Nordhausen, and Anne Ruiz-Gazen, “Tandem clustering with invariant coordinate selection”, Econometrics and Statistics, 2025, 27 pages, forthcoming.

Olivier Faugeras, “The Stick-Breaking and Ordering Representations of Compositional Data: Copulas and Regression models”, Austrian Journal of Statistics, 2025, forthcoming.

Eran Shmaya, and Bruno Ziliotto, “Bayesian Learning in Mean Field Games”, SIAM Journal on Control and Optimization, vol. 63, n. 3, 2025.

Eduardo Abi Jaber, and Stéphane Villeneuve, “Gaussian Agency problems with memory and Linear Contracts”, Finance and Stochastics, vol. 29, January 2025, p. 143–176.