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 faculty and PhD Students

Léo Portales

TSE-IRIT PhD Student

Supervisors: Edouard Pauwels & Elsa Cazelles

Details

Jérôme Renault

TSE Research Faculty

Professor, TSE

Details

Anne M. Ruiz

TSE Research Faculty

Professor of applied mathematics, TSE

Details

Michel Simioni

TSE Associate Faculty

Senior researcher, INRAe

Details

Nhat Thang

TSE PhD Student

Supervisors: Laurent Miclo & Stéphane Villeneuve

Details

Christine Thomas-Agnan

TSE Research Faculty

Professor Emeritus , TSE

Details

Cheik Traore

Post-Docs, Engineers and Assistants

Postdoctoral Fellow, TSE

Details

Hamad Tria

TSE Phd Student

Supervisors: Anne M. Ruiz & Christine Thomas-Agnan

Details

Ingrid Van Keilegom

TSE Associate Faculty

Full professor, Faculty of Economics and Business, KU Leuven

Details

Stéphane Villeneuve

TSE Research Faculty

Professor of Mathematics, TSE

Details

List of WP, articles of the group

Games played by exponential weights algorithms

Maurizio d'Andrea, Fabien Gensbittel, and Jérôme Renault

Mathematics of Operations Research, 2026, forthcoming
Details

Strategic experimentation with privately observed payoffs

Jérôme Renault, Eilon Solan, and Nicolas Vieille

Theoretical Economics, 2026, forthcoming
Details

Innovation Diffusion Among Coworkers: Evidence from Senior Doctors

Eliana Barrenho, Eric Gautier, Marisa Miraldo, Carol Propper, and Christiern Rose

Management Science, vol. 71, n° 10, , pp. 8097-8993
Details

Technical progress, technical efficiency, and environmental change: New insights into Vietnam’s productivity growth

Thanh-Viet Nguyen, and Michel Simioni

Economic Analysis and Policy, vol. 88, , pp. 1266-1283
Details

Introduction to the special issue in honor of Professor Elyès Jouini

René Aïd, Luciano Campi, and Jérôme Renault

Mathematics and Financial Economics, vol. 19, , pp. 661–664
Details

Local goodness-of-fit testing for Hölder-continuous densities: Minimax rates

Julien Chhor, and Alexandra Carpentier

Bernoulli, vol. 31, n° 4,
Details

A Class of Singular Control Problems with Tipping Points

Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, and Stéphane Villeneuve

TSE Working Paper, vol. 25-1694, ,
Details
Download the publication pdf | 530.42 KB

Nash Equilibria for Dividend Distribution with Competition

Tiziano De Angelis, Fabien Gensbittel, and Stéphane Villeneuve

Mathematics of Operations Research,
Details
Download the publication pdf | 681.98 KB

Is infrastructure capital really productive? Nonparametric modeling and data-driven model selection in a cross-sectionally dependent panel framework

Antonio Musolesi, Giada Andrea Prete, and Michel Simioni

Journal of Productivity Analysis,
Details

Testing mean densities with an application to climate change in Vietnam

Camille Mondon, Thi-Huong Trinh, Josep Antoni Martín-Fernández, and Christine Thomas-Agnan

TSE Working Paper, vol. 25-1650,
Details
Download the publication pdf | 2.09 MB

CV@R penalized portfolio optimization with biased stochastic mirror descent

Manon Costa, Sébastien Gadat, and Lorick Huang

Finance and Stochastics, vol. 29, , pp. 609–664
Details
Download the publication pdf | 1.31 MB

Optimistic Gradient Descent Ascent in General-Sum Bilinear Games

Etienne de Montbrun, and Jérôme Renault

Journal of Dynamics and Games, vol. 12, n° 3, , pp. 267-301
Details
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List of seminars

Past

Causal transport and applications

  • Seminar

  • MAD-Stat. Seminar

  • Date 12 June 2025

  • Place Auditorium 3

  • Speaker or organiser Mathias Beiglboeck

Details

Past

Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations

  • Seminar

  • MAD-Stat. Seminar

  • Date 5 June 2025

  • Place Auditorium 3

  • Speaker or organiser Alexander Meister

Details

Past

Piecewise Deterministic Markov Processes

  • Seminar

  • MAD-Stat. Seminar

  • Date 26 May 2025

  • Place Auditorium 3

  • Speaker or organiser Michel Benaim

Details

Past

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 15 May 2025

  • Place Auditorium 3

  • Speaker or organiser Julie Gosse

Details

Past

Measuring and Predicting Treatment Effects: Multi-Source Data, Generalization, and Personalization

  • Seminar

  • MAD-Stat. Seminar

  • Date 15 May 2025

  • Place Auditorium 5

  • Speaker or organiser Julie Josse

Details

Past

Time-Dependent Blackwell Approachability and Application to Absorbing Games

  • Seminar

  • MAD-Stat. Seminar

  • Date 3 April 2025

  • Place Auditorium 3

  • Speaker or organiser Yijun Wan

Details

Past

Accurate Estimates of Ultimate 100-Meter Records

  • Seminar

  • MAD-Stat. Seminar

  • Date 27 March 2025

  • Place Auditorium 3

  • Speaker or organiser John Einmahl

Details

Past

Statistical guarantees for image classification

  • Seminar

  • MAD-Stat. Seminar

  • Date 17 March 2025

  • Place Auditorium 3

  • Speaker or organiser Johannes Schmidt Hieber

Details

Past

Zero-one Laws for a Control Problem with Random Action Sets

  • Seminar

  • MAD-Stat. Seminar

  • Date 13 March 2025

  • Place Auditorium 3

  • Speaker or organiser Xavier Venel

Details

Past

On uniform in time propagation of chaos

  • Seminar

  • MAD-Stat. Seminar

  • Date 6 March 2025

  • Place Auditorium 3

  • Speaker or organiser Pierre Le Bris

Details

Past

Local convergence to equilibrium for gradient descent over the space of probability measures.

  • Seminar

  • MAD-Stat. Seminar

  • Date 19 December 2024

  • Place Auditorium 3

  • Speaker or organiser Pierre Monmarché

Details

Past

Hydrodynamics, fluctuations, and universality of exclusion processes

  • Seminar

  • MAD-Stat. Seminar

  • Date 12 December 2024

  • Place Auditorium 3

  • Speaker or organiser Patricia Goncalves

Details

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Contact

Stéphane Villeneuve

Group leader

Anne M. Ruiz

Group secretary

See also

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