Conference announcement: 30 Years of Game Theory at Institut Henri Poincaré, October 06-10, 2025, Paris.
The Séminaire parisien de Théorie des Jeux is an open, inter-institutional, multi-disciplined seminar which covers all fields of game theory. It takes place on Monday from 11:00 to 12:00 am at Institut Henri Poincaré, 11 rue Pierre et Marie Curie, Paris 5ème. MAP
You will find the program for the current academic year on the page 2025/2026 and the program for past years on the page Archives.
The junior seminar welcomes PhD students in game theory to present their work. You will find the program for the current academic year on the page Junior Seminar 2025/2026.
March 30, 2026 (beware: room Pierre Grisvard):
Ivan NOVIKOV (Université Paris 1 Panthéon Sorbonne)
Title: "Strategies in POMDPS with Stage Duration"
Abstract : "Partially observable Markov decision processes (POMDPs) with stage duration provide a framework for approximating continuous-time behavior by scaling transition probabilities with a stage duration parameter $h \in (0,1]$. While previous literature has primarily focused on the limit of the discounted value as the stage duration $h$ vanishes, we study the global behavior of the asymptotic value, $V(h)$, across varying stage durations. Our main result demonstrates that any strategy in a POMDP with stage duration $h$ can be mimicked in the base POMDP ($h=1$). Specifically, we provide an explicit construction showing that for any strategy in the POMDP with stage duration $h$, there exists a strategy in the base POMDP that secures the same asymptotic payoff. As a consequence of this theorem, we establish that the value function $V(h)$ is nondecreasing with respect to $h$, and that the continuous-time limit $\lim_{h \to 0} V(h)$ exists."
Frédéric Koessler (CNRS, HEC Paris), frederic.koessler[at]gmail[dot]com
Maël Letreust (CNRS, IRISA Rennes), mael.le-treust[at]cnrs[dot]fr
Chantal Marlats (LEMMA, Université Paris Panthéon-Assas), chantal.marlats[at]u-paris2[dot]fr
Yannick Viossat (CEREMADE, PSL), viossat[at]ceremade[dot]dauphine[dot]fr
To join (or unsuscribe from) our mailing list, please contact Maël Le Treust at mael.le-treust[at]cnrs[dot]fr.
Joseph Abdou; Bernard De Meyer; Françoise Forges; Olivier Gossner; Marie Laclau; Rida Laraki; Lucie Ménager; Vianney Perchet; Jérôme Renault; Dinah Rosenberg; Sylvain Sorin; Tristan Tomala; Xavier Venel; Nicolas Vieille; Guillaume Vigeral; Bruno Ziliotto