Office T.581

Toulouse School of Economics

1, Esplanade de l'Université, 

31080 Toulouse Cedex 06, France

E-mail : fabien.gensbittel(at)ut-capitole.fr   

Tél: (+33)5 61 12 85 51 

Curriculum Vitae

Research:

Research interests:   Games with incomplete information, Repeated Games, Stochastic (differential) Games, Stopping Games, etc... and of course all mathematical problems related to games in optimization, control, stochastic analysis, economics, PDE, etc.. 

Preprints or in progress:

5. Maurizio D'Andrea, Fabien Gensbittel and Jérôme Renault, «Games played by Exponential Weights Algorithms» 

(preprint arxiv)

4. Jean-Paul Décamps, Fabien Gensbittel and Thomas Mariotti, «Mixed Markov-Perfect Equilibria in the Continuous-Time War of Attrition» (preprint arxiv)

3. Tiziano De Angelis, Fabien Gensbittel and Stéphane Villeneuve, «Nash equilibria for dividend distribution with competition » (preprint arxiv)

2. Jean-Paul Décamps, Fabien Gensbittel and Thomas Mariotti, «The War of Attrition under Uncertainty: Theory and Robust Testable Implications » (preprint hal)

  1. Fabien Gensbittel and Catherine Rainer,  «Continuous-time dynamic information provision »

Published papers:

15. Jean-Paul Décamps, Fabien Gensbittel and Thomas Mariotti, « Investment Timing and Technological Breakthroughs », accepted in Mathematics of Operations Research, 2024. (preprint hal) 

14. Fabien Gensbittel, Dana Pizarro, Jérôme Renault, « Competition and Recall in Selection Problems », Dynamic Games and Application, 2023. (preprint arxiv)

13. Fabien Gensbittel, Marcin Peski and Jérôme Renault, « Value-Based Distance Between the Information Structures », Theoretical Economics, vol 17, n°3, juillet 2022, p. 1225-1267 (WP version)

12. Tiziano De Angelis, Fabien Gensbittel and Stéphane Villeneuve, « A Dynkin game on assets with incomplete information on the return », Mathematics of Operations Research, vol. 46, n° 1, février 2021, p. 28–60.  (preprint arxiv)

11. Fabien Gensbittel and Miquel Oliu-Barton, « Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case », Dynamic Games and Applications, vol. 10, février 2020, p. 819–835.  (preprint hal)

10. Fabien Gensbittel, « Continuous-Time Markov Games with Asymmetric Information », Dynamic Games and Applications, vol. 9, n° 3, septembre 2019, p. 671–699. (preprint hal)

9.  Fabien Gensbittel and Christine Grün, « Zero-sum stopping games with asymmetric information », Mathematics of Operations Research, vol. 44, n° 1, 2019, p. 277–302. (preprint hal)

8. Fabien Gensbittel and Catherine Rainer, « A two player zero-sum game where only one player observes a Brownian motion », Dynamic Games and Applications, vol. 8, n° 2, juin 2018, p. 280–314.(preprint hal)

7. Fabien Gensbittel, Stefano Lovo, Jérôme Renault and Tristan Tomala, « Zero-Sum Revision Games », Games and Economic Behavior, vol. 108, mars 2018, p. 504–522. (preprint)

6. Fabien Gensbittel and Catherine Rainer, « A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides », SIAM Journal on Control and Optimization, vol. 55, n° 2, 2017, p. 693–723. (preprint hal)

5. Fabien Gensbittel, « Continuous-time limits of dynamic games with incomplete information and a more informed player », International Journal of Game Theory, vol. 45, n° 1, mars 2016, p. 321–352.  (preprint hal)

4. Fabien Gensbittel and Jérôme Renault, « The value of Markov chain games with lack of information on both sides », Mathematics of Operations Research, vol. 40, n° 4, novembre 2015, p. 820–841. (preprint hal)

3. Fabien Gensbittel, « Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side », Mathematics of Operations Research, vol. 40, n° 1, 2015, p. 80–104. (preprint hal)

2. Fabien Gensbittel, Miquel Oliu-Barton and Xavier Venel, « Existence of the uniform value in zero-sum repeated games with a more informed controller », Journal of Dynamics and Games, vol. 1, n° 3, juillet 2014, p. 411–445. (preprint hal)

1. Fabien Gensbittel, « Covariance control problems of martingales arising from game theory », SIAM J. Control and Optimization, vol. 51, n° 2, 2013, p. 1152–185. (preprint hal)

Unpublished: 

Fabien Gensbittel, Ludovic Renou and Tristan Tomala, «Comparisons of Ambiguous Experiments»  (preprint)

Ph.D Thesis:

« Analyse asymptotique de jeux répétés à information incomplète»(link)