Mathematics of optimization and decision making

1998

Jérôme Renault (Toulouse School of Economics - GREMAQ) and Tristan Tomala (HEC Paris), "Repeated Proximity Games", International Journal of Game Theory, vol. 27, n. 4, December 16, 1998, p. 539-559. doi:10.1007/s001820050089.

Philippe Gravier (Université Joseph Fourier - Grenoble), Frédéric Maffray (Laboratoire G-SCOP - Grenoble), Jérôme Renault (Toulouse School of Economics - GREMAQ) and Nicolas Trotignon (Université Joseph Fourier - Grenoble), "Ramsey-Type Results on Singletons, Co-Singletons and Monotone Sequences in Large Collections of Sets", European Journal of Combinatorics, vol. 25, n. 5, July 2004, p. 719-734. doi:10.1016/j.ejc.2003.10.004.

Jérôme Renault (Toulouse School of Economics - GREMAQ), "View-Obstruction: A Shorter Proof for 6 Lonely Runners", "Discrete Mathematics", vol. 287, n. 1-3, October 2004, p. 93-101. doi:10.1016/j.disc.2004.06.008.

Jérôme Renault (Toulouse School of Economics - GREMAQ) and Tristan Tomala (HEC Paris), ""Communication Equilibria Payoffs in Repeated Games with Imperfect Monitoring"", Games and Economic Behavior, vol. 49, n. 2, November 2004, p. 313-344. doi:10.1016/j.geb.2003.12.005.

2005

Jérôme Renault (Toulouse of Economics - Gremaq), Sergio Scarlatti (University of Roma) and Marco Scarsini (LUISS), ""A Folk Theorem for Minority Games"", Games and Economic Behavior, vol. 53, n. 2, November 2005, p. 208-230. doi:10.1016/j.geb.2004.09.013.

2006

Françoise Forges (Université Paris Dauphine), Jérôme Renault, Sylvain Sorin (Université Pierre et Marie Curie) and Nicolas Vieille (HEC - Paris), ""Théorie des jeux: Le prix Nobel pour les travaux de R.J. Aumann"", Matapli, vol. 79, January 2006, p. 47-70.

2009

Jean Claude Deville (ENSAI), Camélia Goga (Université de Bourgogne) and Anne Ruiz-Gazen, "Use of functionals in linearization and composite estimation with application to two-sample survey data", Biometrika, vol. 96, n. 3, 2009, p. 691-709. doi:10.1093/biomet/asp039.
[ Full text ]
Jérôme Renault, in Encyclopedia of Complexity and Systems Science (Springer): "Repeated games with incomplete information", Springer, 2009, p. 2635-2655. ISBN:978-0-387-75888-6. doi:10.1007/978-0-387-30440-3_452.
[ Full text ]

2010

Martial Agueh, Adrien Blanchet and José Carrillo, "Large time asymptotics of the doubly nonlinear equation in the non-displacement convexity regime", Journal of Evolution Equations, vol. 10, n. 1, 2010, p. 59-84. doi:10.1007/s00028-009-0040-8.
Alain Berro (Université Toulouse 1 Capitole), Souad Larabi Marie-Sainte (Université Toulouse 1 Capitole) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), "Detecting Multivariate Outliers using Projection Pursuit with Particle Swarm Optimization" (Springer), Compstat 2010: "Algorithms for Robust Statistics", 2010, p. 89-98. ISBN:978-3-7908-2603-6. doi:10.1007/978-3-7908-2604-3.
Alain Berro (Université Toulouse 1 Capitole), Souad Larabi Marie-Sainte (Université Toulouse 1 Capitole) and Anne Ruiz-Gazen (Toulouse), "Genetic Algorithms and Particle Swarm Optimization for Exploratory Projection Pursuit", "Annals of Mathematics and Artificial Intelligence", vol. 60, n. 1-2, 2010, p. 153-178. doi:10.1007/s10472-010-9211-0.
Adrien Blanchet, Jean Dolbeault, Miguel Escobedo and Javier Fernandez, "Asymptotic behaviour for small mass in the two-dimensional parabolic-elliptic Keller-Segel model", Journal of Mathematical Analysis and Applications, vol. 361, n. 2, 2010, p. 533-542. doi:10.1016/j.jmaa.2009.07.034.
[ Full text ]
Christophe Croux (Université Cahtolique de Louvain), M. Fekri (Institut National des Postes et Telecoms - Maroc) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), ""Fast and Robust estimation of the Multivariate Errors in Variables Model "", Test, vol. 19, n. 2, 2010, p. 286-303. doi:10.1007/s11749-009-0155-9.
Mark G. Genton (Texas A & M University) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), ""Visualizing Influential Observations in Dependent Data"", Journal of Computational and Graphical Statistics, vol. 19, n. 4, 2010, p. 808-825. doi:10.1198/jcgs.2010.09101.

Jérôme Renault (TSE-GREMAQ), Eilon Solan (Tel Aviv University) and Nicolas Vieille (HEC Paris), Dynamic Sender-Receiver Games, July 2010.
[ Article submitted and revised in "Journal of Economic Theory" ]

Alain Berro (Université Toulouse 1 Capitole), Souad Larabi Marie-Sainte (Université Toulouse 1 Capitole) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), An efficient optimization method for revealing local optima of projection pursuit indices (Springer), vol. 6234: "International Conference on Swarm Intelligence 2010", September 2010, p. 60-71. ISBN:3-642-15460-3.

Jocelyn Donze (UT1-GREMAQ-TSE), "ATM Direct Charging Reform: the Effect of Independent Deployers on Welfare", On arbitrages arising with honest times, TSE, Toulouse, October 21, 2010, 12:30-14:00, room MC 205.
[ Full text ]

Antoine Salomon (ENPC), "Bandit games", On arbitrages arising with honest times, TSE, Toulouse, November 4, 2010, 12:30-14:00, room MC 205.

Marco Scarsini (LUISS), "Fear of Loss, Inframodularity, and Transfers", On arbitrages arising with honest times, TSE, Toulouse, December 9, 2010, 12:30-14:00, room MB 405.
[ Full text ]

Pascal Bégout (TSE), "Applications de théorèmes de point fixe", On arbitrages arising with honest times, TSE, Toulouse, December 16, 2010, 12:30-14:00, room MB 405.
[ Full text ]

2011

Marc Quincampoix (Université de Brest) and Jérôme Renault (GREMAQ-TSE), ""On the existence of a limit value in some non expansive optimal control problems."", SIAM Journals, vol. 49, n. 5, 2011, p. 2118-2132. doi:10.1137/090756818.
[ Full text ]
Jérôme Renault (GREMAQ-TSE) and Tristan Tomala (HEC Paris), ""General properties of long-run supergames"", "Dynamic Games and Applications", vol. 1, n. 2, 2011, p. 319-350. doi:10.1007/s13235-011-0018-3.
Jérôme Renault (Toulouse School of Economics - GREMAQ) and Tristan Tomala (HEC Paris), "General Properties of Long-Run Supergames", "Dynamic Games and Applications", vol. 1, n. 2, 2011, p. 319-350. doi:10.1007/s13235-011-0018-3.
[ Full text ]

Jean-Philippe Bartier, Adrien Blanchet, Jean Dolbeaut and Miguel Escobedo, "Improved intermediate asymptotics for the heat equation", Applied Mathematics Letters, vol. 24, n. 1, January 2011, p. 76-81. doi:10.1016/j.aml.2010.08.020.
[ Full text ]
Jérôme Renault (TSE-GREMAQ), "Uniform value in Dynamic Programming", Journal of the European Mathematical Society, vol. 13, n. 2, January 2011, p. 309-330. doi:10.4171/JEMS/254.
[ Full text ]

Jean Paul Ibrahim (IMT - Université de Toulouse), "Percolation dirigée et matrices aléatoires : fluctuations et grandes déviations", On arbitrages arising with honest times, TSE, Toulouse, February 24, 2011, 12:30-14:00, room Amphi S.

Abdelaati Daouia (UT1-GREMAQ-TSE), "Hyperbolic graph efficiency assessment via extremes", On arbitrages arising with honest times, TSE, Toulouse, March 17, 2011, 12:30-14:00, room MS 003.

Andrea Bertozzi (UCLA), "Mathematics of Crime", On arbitrages arising with honest times, TSE, Toulouse, March 24, 2011, 12:30-14:00, room MS 003.

Jean François Rault (Université du Littoral Côte d'Opale), "Ordre de croissance, points d'explosion et solutions stationnaires pour l'équation de Burgers.", On arbitrages arising with honest times, TSE, Toulouse, March 25, 2011, 11:15-12:45, room MF 323.
[ Abstract ]

Lorenzo Brasco (Université de Naples), "Equilibrium and regularity issues for congested dynamics", On arbitrages arising with honest times, TSE, Toulouse, March 28, 2011, 12:30-14:00, room MS003.
[ Full text | Website ]

Jean-Baptiste Hiriart-Urruty (IMT - Université de Toulouse), "Sur les bienfaits de la relaxation...", On arbitrages arising with honest times, TSE, Toulouse, March 31, 2011, 12:30-14:00, room MB 405.
[ Website ]

Romuald Elie (Ceremade-Université Paris Dauphine), "Optimal stopping of a mean reverting diffusion:minimizing the relative distance to the maximum", On arbitrages arising with honest times, TSE, Toulouse, April 7, 2011, 12:30-14:00, room MS003.
[ Full text ]

Emmanuelle Augeraud-Véron (Université de la Rochelle), "Well-posedness of initial value problems for functional differential and algebraic equations of mixed type", On arbitrages arising with honest times, TSE, Toulouse, April 14, 2011, 12:30-14:00, room MS 003.
[ Full text ]

Thomas Lim (Université Paris 7), "Maximisation de l'utilité exponentielle dans un marché incomplet avec défaut", On arbitrages arising with honest times, TSE, Toulouse, April 21, 2011, 12:30-14:00, room MS 003.
[ Full text | Website ]

Laura Trinchera (École Supérieure d'Électricité - SUPELEC-Gif-sur-Yvette), "Partial Least Squares Methods: methodological overview and recent developments", On arbitrages arising with honest times, TSE, Toulouse, May 12, 2011, 12:30-14:00, room MC 205.

Mathieu Faure (Unine - Mathematics institute), "Consistency of Vanishing Smooth Fictitious Play", On arbitrages arising with honest times, TSE, Toulouse, May 13, 2011, 13:45-15:15, room MF 323.
[ Full text ]

Winslow Strong (University of California - Santa Barbara), "Regulation, Diversity, and Arbitrage in Market Models Possesing a Stochastic Number of Assets", On arbitrages arising with honest times, TSE, Toulouse, May 19, 2011, 12:30-14:00, room MC 205.
[ Abstract ]

François Salanié (TSE-LERNA), "On screening", On arbitrages arising with honest times, TSE, Toulouse, May 26, 2011, 12:30-14:00, room MS 003.

Mathematical Aspects of Game Theory and Applications, Toulouse, France, September 12-16, 2011.
Organized by Jérôme Renault.
[ Website of the conference | Program ]

Guillaume Vigeral (Université Paris Dauphine), "Stochastic games played on a circle", On arbitrages arising with honest times, TSE, Toulouse, September 23, 2011, 13:45-15:00, room MS 003.

Lucas Maestri (Toulouse School of Economics), "Efficiency in the Repeated Principal-Agent Model with Subjective Evaluations", On arbitrages arising with honest times, TSE, Toulouse, September 30, 2011, 13:45-15:00, room MS 003.

Léopold Simar (Université Catholique de Louvain), "Nonparametric Frontier Estimation: recent developments and new challenges", On arbitrages arising with honest times, TSE, Toulouse, October 7, 2011, 13:45-15:00, room MS 003.
[ Slides ]

Xavier Venel (Toulouse School of Economics - GREMAQ), "Existence of the Uniform value in some example of stochastic games with signals", On arbitrages arising with honest times, TSE, Toulouse, October 14, 2011, 13:45-15:00, room MS 003.

Peter Tankov (Université Paris-Diderot), "Some applications of regular variation to asymptotic analysis of Lévy processes.", On arbitrages arising with honest times, TSE, Toulouse, October 21, 2011, 13:45-15:00, room MS003.

Didier Henrion (LAAS - Université de Toulouse), "Polynomial optimization, LMI and dynamical systems", On arbitrages arising with honest times, TSE, Toulouse, November 4, 2011, 13:45-15:00, room MS 003.

Alexandre D'Aspremont (Ecole Polytechnique), "Exploring Patterns of Dependence in Financial Data", On arbitrages arising with honest times, TSE, Toulouse, November 18, 2011, 13:45-15:00, room MS 003.
[ Full text ]

Takuro Yamashita (Toulouse School of Economics), "A necessary condition on robust implementation: theory and applications", On arbitrages arising with honest times, TSE, Toulouse, November 25, 2011, 13:45-15:00, room MS 003.
[ Full text ]

Liliane Bonnal (Université de Poitiers), Pascal Favard (Université de la Rochelle - OTELO), Thibault Laurent (Toulouse School of Economics - GREMAQ) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), ""Pourquoi le coût de l'éducation est-il plus élevé en zone rurale ?"", Revue d'Économie Régionale et Urbaine, vol. 5, December 2011, p. 887-910. doi:10.3917/reru.115.0887.

Aurélien Alfonsi (CERMICS-ENPC), "Optimal execution and price manipulations in limit order book models", On arbitrages arising with honest times, TSE, Toulouse, December 2, 2011, 13:45-15:00, room MS 003.

Béatrice Laurent (INSA Toulouse), "Tests adaptatifs de comparaison de l'intensité de deux processus de Poisson", On arbitrages arising with honest times, TSE, Toulouse, December 16, 2011, 13:45-15:00, room AMPHI S.
[ Abstract ]

2012

Adrien Blanchet, Eric Carlen and José Carrillo, "Functional inequalities, thick tails and asymptotics for the critical mass Patlak-Keller-Segel model", Journal of Functional Analysis, vol. 261, n. 5, 2012, p. 2142-2230.
[ Full text ]
Adrien Blanchet and Philippe Laurençot, "Finite mass self-similar blowing-up solutions of a chemotaxis system with non-linear diffusion", Communications on Pure and Applied Mathematics, vol. 11, n. 1, 2012, p. 47-60.
[ Full text ]
Hélène Boistard (Toulouse School of Economics - GREMAQ), Rik Lopuhaä (Delft University of Technology) and Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), "Approximation of rejective sampling inclusion probabilities and application to high order correlations", Electronic Journal of Statistics, vol. 6, n. 0, 2012, p. 1967-1983. doi:10.1214/12-EJS736.
Thibault Laurent (Toulouse School of Economics - Gremaq), Anne Ruiz-Gazen (Toulouse School of Economics - Gremaq) and Christine Thomas-Agnan (Toulouse School of Economics - Gremaq), "GeoXp: an R package for interactive exploratory spatial data analysis", "Journal of Statistical Software", vol. 47, n. 2, 2012.
Anne Ruiz-Gazen (Toulouse School of Economics - GREMAQ), ""Robust statistics: a functional approach"", Annales de l’I.S.U.P., vol. 56, n. 2-3, 2012, p. 49-64.
[ Full text ]

Monique Pontier (Université Paul Sabatier), "Reducing the debt: is it optimal to outsource an investment?", On arbitrages arising with honest times, TSE, Toulouse, January 13, 2012, 13:45-15:00, room MF 323.
[ Abstract | Web Page ]

Jérôme Renault (TSE-GREMAQ), "The value of Repeated Games with an informed controller", Mathematics of Operations Research, vol. 37, n. 1, February 2012, p. 154-179. doi:10.1287/moor.1110.0518.
[ Full text ]

Viktor Winschel (University of Mannheim), "Reflexive Social Science and Endogenous Control Theory", On arbitrages arising with honest times, TSE, Toulouse, March 2, 2012, 13:45-15:00, room MF 323.

Olivier Pironneau (Université Pierre et Marie Curie), "Acceleration techniques for stochastic volatility models in Finance", On arbitrages arising with honest times, TSE, Toulouse, March 16, 2012, 13:45-15:00, room MF 323.

Claudia Ravanelli (Ecole Polytechnique fédérale de Lausanne), "Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences on L1", On arbitrages arising with honest times, TSE, Toulouse, March 30, 2012, 13:45-15:00, room MF 323.
[ Full text ]

Claudia Nunes (IST - Lisbon), "Optimal Technology Adoption when the Arrival Rate of New Technologies Changes", On arbitrages arising with honest times, TSE, Toulouse, May 25, 2012, 13:45-15:00, room MF 323.

Frédéric Cherbonnier (Toulouse School of Economics), "Optimal insurance with time-inconsistent agents and hidden storage", On arbitrages arising with honest times, TSE, Toulouse, June 1, 2012, 13:45-15:00, room MF 323.

Stéphane Loisel (Université Lyon 1 - ISFA), "Explicit ruin formulas for models with dependence among risks", On arbitrages arising with honest times, TSE, Toulouse, June 8, 2012, 13:45-15:00, room AMPHI S.
[ Full text ]

Jean Pierre Raymond (Université Paul Sabatier), "Stabilisation de systèmes paraboliques semi linéaires dans le cas d’information partielle", On arbitrages arising with honest times, TSE, Toulouse, June 22, 2012, 13:45-15:00, room MF 323.

Jörgen W. Weibull (Stockholm School of Economics - IAST), "An introduction to evolutionary game theory", On arbitrages arising with honest times, TSE, Toulouse, September 14, 2012, 13:45-15:00, room MS 003.

Jean-Pierre Florens (Toulouse School of Economics - GREMAQ), "Gaussian processes and Bayesian moment estimation", Decision Mathematics Seminar, Toulouse School of Economics, Toulouse, September 21, 2012, 13:45-15:00, room MF 323.
[ Full text ]

Jean Pierre Raymond (Université Paul Sabatier), Stabilisation de systèmes paraboliques semi linéaires dans le cas d’information partielle, September 28, 2012, 13:45-15:00, room MF 323.

Eric Gautier (CREST), Estimating Treatment Effects with a Nonparametric Random Coefficients Selection Equation, October 12, 2012, 13:45-15:00, room MF 323.
[ Full text ]

Monique Jeanblanc (Université d'Evry Val d'Essonne), On arbitrages arising with honest times, TSE, Toulouse, October 26, 2012, 13:45-15:00, room MF 323.
[ Full text ]

Fabien Gensbittel (Toulouse School of Economics - GREMAQ), Repeated games with incremental information on one side, November 12, 2012, 15:00-16:00, room MF 323.
Sylvain Sorin (Université Pierre et Marie Curie), Programmation dynamique et jeux répétés: du temps discret au continu, November 12, 2012, 14:00-15:00, room MF 323.

Jean Michel Marin (Université Montpellier 2), ABC methods for Bayesian model choice, November 23, 2012, 13:45-15:00, room MF 323.

Yannick Viossat (Université Paris Dauphine), liens entre les principales dynamiques de jeux : non-regret, réplicateurs et meilleure réponse, December 7, 2012, 13:45-15:00, room MF 323.

Aude Illig (Université Versailles Saint-Quentin), Cristallization processes : ergodic properties and statistical inference., December 14, 2012, 13:45-15:00, room MF 323.
[ Slides ]

2013

Tommy Andersson (University of Lund), "Non-Manipulable House Allocation with Rent Control", Decision Mathematics Seminar, TSE, Toulouse, March 1, 2013, 13:45-15:00, room MF 323.
[ Full text ]

Daniela Tonon (Université Pierre et Marie Curie), "Necessary optimality conditions in control theory", Decision Mathematics Seminar - Recruitment, TSE, March 12, 2013, 14:00-15:30, room MF 323.

Christine Grün (University of Bonn), "Jeux de Dynkin à information incomplète", Decision Mathematics Seminar - Recruitment, TSE, March 14, 2013, 14:00-15:00, room MS 002.

Cheng Wan (Université Pierre et Marie Curie - IMJ), "Coalitions et délégation dans les jeux de congestion", Decision Mathematics Seminar - Recruitment, TSE, March 15, 2013, 13:45-15:00, room MS 001.

Vianney Perchet (Université Paris Diderot), "The Multi-Armed Bandit Problem with Covariates", Decision Mathematics Seminar, TSE, Toulouse, March 29, 2013, 13:45-15:00, room MF 323.
[ Full text ]