Mathematics of decision making and statistics

Eduardo Abi Jaber, and Stéphane Villeneuve, “Gaussian Agency problems with memory and Linear Contracts”, Finance and Stochastics, vol. 29, January 2025, p. 143–176.

Yasser Abbas, Abdelaati Daouia, Boutheina Nemouchi, and Gilles Stupfler, “Tail expectile-VaR estimation in the semiparametric Generalized Pareto model”, TSE Working Paper, n. 25-1607, January 2025.

Ashot Aleksian, and Stéphane Villeneuve, “Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications”, TSE Working Paper, n. 25-1612, January 2025.

Jérôme Bolte, Cyrille Combettes, and Edouard Pauwels, “The Iterates of the Frank–Wolfe Algorithm May Not Converge”, Mathematics of Operations Research, vol. 49, n. 4, November 2024, pp. 2049–2802.

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve, “A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio”, TSE Working Paper, n. 24-1481, October 2024.

Zaineb Smida, Thibault Laurent, and Lionel Cucala, “A Hotelling spatial scan statistic for functional data: application to economic and climate data”, TSE Working Paper, n. 24-1583, October 2024.

Camille Mondon, Thi-Huong Trinh, Anne Ruiz-Gazen, and Christine Thomas-Agnan, “ICS for complex data with application to outlier detection for density data objects”, TSE Working Paper, n. 24_1585, October 2024.

Colombe Becquart, Aurore Archimbaud, Anne Ruiz-Gazen, Luka Prilé, and Klaus Nordhausen, “Invariant Coordinate Selection and Fisher Discriminant Subspace Beyond The Case of Two Groups”, TSE Working Paper, n. 24-1579, September 2024.

Fabien Gensbittel, Dana Pizarro, and Jérôme Renault, “Competition and Recall in Selection Problems”, Dynamic Games and Applications, vol. 14, n. 4, September 2024, pp. 806 – 845.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction”, TSE Working Paper, n. 24-1565, August 26, 2024, revised December 2024.