Number of items: 28.

Bolte, JérômeIdRef, Combettes, CyrilleIdRef and Pauwels, EdouardIdRef (2024) The iterates of the Frank–Wolfe algorithm may not converge. Mathematics of Operations Research, Vol. 49 (N° 4). pp. 2049-2802.

Cesa-Bianchi, NicoloIdRef, Tommaso, CesariIdRef, Colomboni, Roberto, Fusco, Federico and Leonardi, StefanoIdRef (2024) Bilateral trade: a regret minimization perspective. Mathematics of Operations Research, vol. 49 (n° 1). pp. 1-651.

De Angelis, Tiziano, Gensbittel, FabienIdRef and Villeneuve, StéphaneIdRef (2021) A Dynkin game on assets with incomplete information on the return. Mathematics of Operations Research, vol.10 (n° 1). pp. 28-60.

Renault, JérômeIdRef and Ziliotto, BrunoIdRef (2020) Limit Equilibrium Payoffs in Stochastic Games. Mathematics of Operations Research, 45 (3). pp. 889-895.

Laraki, Rida and Renault, JérômeIdRef (2020) Acyclic Gambling Games. Mathematics of Operations Research, vol. 45 (n° 4). pp. 1237-1257.

Gadat, SébastienIdRef, 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, JérômeIdRef, Sabach, Shoham and Teboulle, MarcIdRef (2018) Nonconvex Lagrangian-based optimization: Monitoring schemes and global convergence. Mathematics of Operations Research, vol. 43 (n° 4). pp. 1051-1404.

Gensbittel, FabienIdRef and Grün, ChristineIdRef (2018) Zero-sum stopping games with asymmetric information. Mathematics of Operations Research, vol. 44 (n° 1).

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

Renault, JérômeIdRef and Venel, XavierIdRef (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, JérômeIdRef and Pauwels, EdouardIdRef (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, JérômeIdRef and Teboulle, MarcIdRef (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, JérômeIdRef (2015) The value of Markov chain games with lack of information on both sides. Mathematics of Operations Research, 40 (4). pp. 820-841.

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

Bolte, JérômeIdRef, Gaubert, StéphaneIdRef and Vigeral, GuillaumeIdRef (2015) Definable zero-sum stochastic games, Mathematics of Operations Research. Mathematics of Operations Research, vol.40 (n°1). pp. 171-191.

Gensbittel, FabienIdRef (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, JérômeIdRef (2012) The value of Repeated Games with an informed controller. Mathematics of Operations Research, 37 (1). pp. 154-179.

Bolte, JérômeIdRef, Daniilidis, ArisIdRef and Lewis, AdrianIdRef (2011) Generic Optimality Conditions for Semialgebraic Convex Programs. Mathematics of Operations Research, 36 (1). pp. 55-70.

Attouch, HédyIdRef, Bolte, JérômeIdRef, 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-PaulIdRef, Mariotti, ThomasIdRef and Villeneuve, StéphaneIdRef (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, vol. 34 (n°1). pp. 255-256.

Décamps, Jean-PaulIdRef, Mariotti, ThomasIdRef and Villeneuve, StéphaneIdRef (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, 34 (1). pp. 255-256.

Renault, JérômeIdRef, Scarsini, MarcoIdRef and Tomala, TristanIdRef (2007) A Minority Game with Bounded Recall. Mathematics of Operations Research, 32 (4). pp. 873-889.

Renault, JérômeIdRef (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-PaulIdRef, Mariotti, ThomasIdRef and Villeneuve, StéphaneIdRef (2005) Investment Timing under Incomplete Information. Mathematics of Operations Research, 30 (2). pp. 472-500.

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

Renault, JérômeIdRef (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, MichelIdRef and Salles, MauriceIdRef (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.

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