Mathematics of decision making and statistics

Game theory, optimization, stochastic models, equilibrium, spatial scales...

The MADS (Mathématiques de la Décision et Statistique) group is one of the 9 groups of the research laboratory TSE-R (UMR 5314).

Its goal is to promote and develop research activities in mathematics applied to economics.

Topics covered include operations research, financial mathematics, statistics, econometrics, game theory, optimization, probability, calculus of variations, partial differential equations (PDEs), and mathematical models in economics, finance, and social sciences.

Activities of the group

  • seminars
  • lectures
  • workshops with PhD students
  • advanced courses

Have a look at an example of a research project (in french)

List of WP, articles of the group

A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport

Sébastien Gadat, Bernard Bercu, Jérémie Bigot, and Emilia Siviero

TSE Working Paper, vol. 21.1231,

Regional Climate Model Emulator Based on Deep Learning: Concept and First Evaluation of a Novel Hybrid Downscaling Approach

Sébastien Gadat, Lola Corre, Antoine Doury, Aurélien Ribes, and Samuel Somot

TSE Working Paper, vol. 21-1233,

Investment Timing and Technological Breakthroughs

TSE Working Paper, vol. 21-1222, ,

Strategic information transmission with sender's approval

Jérôme Renault, and Françoise Forges

International Journal of Game Theory, vol. 50, , pp. 475–502

Do neighboring countries matter when explaining bilateral remittances?

Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan

TSE Working Paper, vol. 21-1221,

Stochastic approximation algorithms for superquantiles estimation

Bernard Bercu, Sébastien Gadat, and Manon Costa

Electronic Journal of Probability, vol. 26, n° 84, , pp. 1-29

Risk Quantization by Magnitude and Propensity

Olivier Faugeras, and Gilles Pages

TSE Working Paper, vol. 21-1226, ,

Factor and factor loading augmented estimators for panel regression

Jad Beyhum, and Eric Gautier

TSE Working Paper, vol. 21-1219,

Strategic information transmission with sender’s approval

Jérôme Renault, and Françoise Forges

TSE Working Paper, vol. 21-1216,

Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation

TSE Working Paper, vol. 21-1218,

Rationalizing Rational Expectations: Characterizations and Tests

Xavier D'Haultfoeuille, Christophe Gaillac, and Arnaud Maurel

TSE Working Paper, vol. 21-1211,

ExpectHill estimation, extreme risk and heavy tails

Abdelaati Daouia, Stéphane Girard, and Gilles Stupfler

Journal of Econometrics, vol. 221, n° 1, , pp. 97-117

Conferences and workshops

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 4 June 2026

  • Place Auditorium 5

Details

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 19 June 2025

  • Place Auditorium 5

Details

Past

Spring Workshop on Optimization and Machine Learning

  • Workshop

  • Date 1 April 2025

  • Place Auditorium 6

Details