Décamps, Jean-Paul, Gensbittel, Fabien and Mariotti, Thomas (2025) Investment timing and technological breakthroughs. Mathematics of Operations Research, vol.50 (n°2).

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

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.