Cesa-Bianchi, Nicolo, Tommaso, Cesari
, Colomboni, Roberto, Fusco, Federico and Leonardi, Stefano
(2024)
Bilateral trade: a regret minimization perspective.
Mathematics of Operations Research, vol. 49 (n° 1).
pp. 1-651.
De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane
(2021)
A Dynkin game on assets with incomplete information on the return.
Mathematics of Operations Research, vol.10 (n° 1).
pp. 28-60.
Renault, Jérôme and Ziliotto, Bruno
(2020)
Limit Equilibrium Payoffs in Stochastic Games.
Mathematics of Operations Research, 45 (3).
pp. 889-895.
Laraki, Rida and Renault, Jérôme
(2020)
Acyclic Gambling Games.
Mathematics of Operations Research, vol. 45 (n° 4).
pp. 1237-1257.
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, vol. 44 (n° 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.