Mathematics of decision making and statistics

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.

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.

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.

Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech, and May-Line Grapotte, “Coinvestment games under uncertainty”, Journal of Economic Dynamics and Control, April 2025, forthcoming.

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.

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve, “A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio”, Applied Mathematics & Optimization, 2025, forthcoming.

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

Manon Costa, Sébastien Gadat, and Lorick Huang, “CV@R penalized portfolio optimization with biased stochastic mirror descent”, Finance and Stochastics, 2025, forthcoming.