Mathematics of decision making and statistics

Etienne de Montbrun, and Jérôme Renault, “Optimistic Gradient Descent Ascent in General-Sum Bilinear Games”, Journal of Dynamics and Games, vol. 12, n. 3, July 2025, pp. 267–301.

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.

Pascal Bégout, and Jean-Pierre Neveu, “Measuring Motivational patterns: a formal approach of conservation of resources theory”, Nonlinear Dynamics, Psychology, and Life Sciences, July 2025, forthcoming.

Camille Mondon, Thi-Huong Trinh, Josep Antoni Martín-Fernández, and Christine Thomas-Agnan, “Testing mean densities with an application to climate change in Vietnam”, TSE Working Paper, n. 25-1650, July 2025.

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.

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.

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.

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

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