3 papers
math.OC2026
Gradient extremals, talwegs, valleys, and directional alignment for generic gradient descent
Pascal Bégout, Jérôme Bolte, Thomas Mariotti +1
Gradient extremals are loci along which the gradient is an eigenvector of the Hessian. These objects provide a natural geometric framework connecting several notions, notably valle…
math.OC2026
A class of singular control problems with tipping points
Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti +1
Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below…
math.OC2025
Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition
Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti
We prove the existence of a Markov-perfect equilibrium in randomized stopping times for a model of the war of attrition in which the underlying state variable follows a homogenous…