Mathematics of decision making and statistics

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.

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.

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.

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.

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