Mathematics of decision making and statistics

Manon Costa, Sébastien Gadat, and Lorick Huang, “CV@R penalized portfolio optimization with biased stochastic mirror descent”, Finance and Stochastics, vol. 29, July 2025, p. 609–664.

Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech, and May-Line Grapotte, “Coinvestment games under uncertainty”, Journal of Economic Dynamics and Control, vol. 175, n. 105098, June 2025.

Pascal Bégout, and Jesus Ildefonso Diaz, “Solutions with expanding compact support of saturated Schrodinger equations: self-similar solutions”, Electronic Journal of Differential Equations, vol. 53, May 2025, pp. 1–15.

François Bachoc, Jérôme Bolte, Ryan Boustany, and Jean-Michel Loubes, “When majority rules, minority loses: bias amplification of gradient descent”, TSE Working Paper, n. 25-1641, May 2025.

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

Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech, and May-Line Grapotte, “Coinvestment games under uncertainty”, TSE Working Paper, n. 25-1635, April 2025.

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.

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.

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.