activity
20082022
most citedLimit value for optimal control with general means

14 citations · 61 across the 17 of their papers we have counts for

collaborators

19 papers

math.OC2022

Optimistic Gradient Descent Ascent in Zero-Sum and General-Sum Bilinear Games

Étienne de Montbrun, Jérôme Renault

We study the convergence of Optimistic Gradient Descent Ascent in unconstrained bilinear games. In a first part, we consider the zero-sum case and extend previous results by Daskal…

cs.GT2021

Competition and Recall in Selection Problems

Fabien Gensbittel, Dana Pizarro, Jérôme Renault

We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he lea…

math.OC2020

Strategic information transmission with sender's approval

Françoise Forges, Jérôme Renault

We consider a sender-receiver game with an outside option for the sender. After the cheap talk phase, the receiver makes a proposal to the sender, which the latter can reject. We s…

math.OC2019★ 1 cited

Value-based distance between the information structures

Marcin Pęski, Fabien Gensbittel, Jérôme Renault

We dene the distance between two information structures as the largest possible dierence in the value across all zero-sum games. We provide a tractable characterization of the dist…

math.OC2019★ 5 cited

A tutorial on Zero-sum Stochastic Games

Jérôme Renault

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : t…

math.OC2019

The Large Space of Information Structures

Fabien Gensbittel, Marcin Peski, Jérôme Renault

We revisit the question of modeling incomplete information among 2 Bayesian players, following an ex-ante approach based on values of zero-sum games. being the finite set of po…