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Number of items: **26**.

Renault, Jérôme and Ziliotto, Bruno
(2020)
*Limit Equilibrium Payoffs in Stochastic Games.*
Mathematics of Operations Research.
(In Press)

Laraki, Rida and Renault, Jérôme
(2020)
*Acyclic Gambling Games.*
Mathematics of Operations Research.
(In Press)

De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane
(2020)
*A Dynkin game on assets with incomplete information on the return.*
Mathematics of Operations Research.
(In Press)

Gadat, Sébastien, Gavra, Ioana and Risser, Laurent
(2018)
*How to calculate the barycenter of a weighted graph.*
Mathematics of Operations Research, 43 (4).
pp. 1051-1404.

Bolte, Jérôme, Sabach, Shoham and Teboulle, Marc
(2018)
*Nonconvex Lagrangian-based optimization: Monitoring schemes and global convergence.*
Mathematics of Operations Research, vol. 43 (n° 4).
pp. 1051-1404.

Gensbittel, Fabien and Grün, Christine
(2018)
*Zero-sum stopping games with asymmetric information.*
Mathematics of Operations Research, 44 (1).

Bauschke, H. H., Bolte, Jérôme and Teboulle, Marc
(2017)
*A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications.*
Mathematics of Operations Research, 42 (2).
pp. 330-348.

Renault, Jérôme and Venel, Xavier
(2017)
*A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games.*
Mathematics of Operations Research, 42 (n°2).
pp. 349-376.

Bolte, Jérôme and Pauwels, Edouard
(2016)
*Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs.*
Mathematics of Operations Research, vol. 41 (n° 2).
pp. 442-465.

Bauschke, H. H., Bolte, Jérôme and Teboulle, Marc
(2016)
*A descent Lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications.*
Mathematics of Operations Research, 42 (n°2).
pp. 330-348.

Gensbittel, Fabien and Renault, Jérôme
(2015)
*The value of Markov chain games with lack of information on both sides.*
Mathematics of Operations Research, 40 (4).
pp. 820-841.

Blanchet, Adrien and Carlier, Guillaume
(2015)
*Optimal Transport and Cournot-Nash Equilibria.*
Mathematics of Operations Research, vol.41 (n°1).
pp. 125-145.

Bolte, Jérôme, Gaubert, Stéphane and Vigeral, Guillaume
(2015)
*Definable zero-sum stochastic games, Mathematics of Operations Research.*
Mathematics of Operations Research, vol.40 (n°1).
pp. 171-191.

Gensbittel, Fabien
(2015)
*Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side.*
Mathematics of Operations Research, 40 (1).
pp. 80-104.

Renault, Jérôme
(2012)
*The value of Repeated Games with an informed controller.*
Mathematics of Operations Research, 37 (1).
pp. 154-179.

Bolte, Jérôme, Daniilidis, Aris and Lewis, Adrian
(2011)
*Generic Optimality Conditions for Semialgebraic Convex Programs.*
Mathematics of Operations Research, 36 (1).
pp. 55-70.

Attouch, Hédy, Bolte, Jérôme, Redont, Patrick and Soubeyran, Antoine
(2010)
*Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Lojasiewicz Inequality.*
Mathematics of Operations Research, 35 (2).
pp. 438-457.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane
(2009)
*Investment Timing Under Incomplete Information: Erratum.*
Mathematics of Operations Research, vol. 34 (n°1).
pp. 255-256.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane
(2009)
*Investment Timing Under Incomplete Information: Erratum.*
Mathematics of Operations Research, 34 (1).
pp. 255-256.

Renault, Jérôme, Scarsini, Marco and Tomala, Tristan
(2007)
*A Minority Game with Bounded Recall.*
Mathematics of Operations Research, 32 (4).
pp. 873-889.

Renault, Jérôme
(2006)
*The Value of Markov Chain Games with Lack of Information on One Side.*
Mathematics of Operations Research, 31 (3).
pp. 490-512.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane
(2005)
*Investment Timing under Incomplete Information.*
Mathematics of Operations Research, 30 (2).
pp. 472-500.

Villeneuve, Stéphane and Zanette, A.
(2002)
*Parabolic A.D.I. Methods for Pricing American Options on two Stocks.*
Mathematics of Operations Research, 27.
pp. 121-149.

Renault, Jérôme
(2001)
*Learning Sets in State Dependent Signalling Games Forms: A Characterization.*
Mathematics of Operations Research, 26 (4).
pp. 832-851.

Renault, Jérôme
(2000)
*On 2-Player Repeated Games with Lack of Information on One Side and State Independent Signalling.*
Mathematics of Operations Research, 25 (4).
pp. 552-572.

Bordes, Georges, Le Breton, Michel and Salles, Maurice
(1992)
*On the Gillies and Miller's Subrelations of a Relation over an Infinite Set of Alternatives; General Results and Applications to Voting Games.*
Mathematics of Operations Research, 17.
pp. 509-518.