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researcher

Stéphane Villeneuve

10 papers hereh-index 181.7k citations55 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author2
  • last author7

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.OC2
  • math.AP1
  • q-fin.CP1
  • q-fin.MF1
  • q-fin.PM1
same name
  • Stéphane Villeneuve — 6 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062026
most citedOn the value of optimal stopping games

60 citations · 96 across the 9 of their papers we have counts for

collaborators
Showing 2006Show all

1 paper · 1 filter

math.PR2006★ 60 cited

On the value of optimal stopping games

Erik Ekström, Stephane Villeneuve

We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping tim…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.