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Nicolas VIEILLE

Professor

Economie - Sciences de la Décision

 Profile picture

Biography

Nicolas Vieille is Professor of Economics at HEC. After graduating from the Ecole Normale Supérieure, he got his Ph.D. in Mathematics in 1992. He then hold university positions in mathematics, first Maître de Conférences and then Professor, before j oining HEC in september 2001.

His research deals with economic theory, and specifically with game theory, and with probability theory as weIl. His research work is published in toop-tier journals, such as Econometrica, Annals of Statistics, or Operations Research.

He is Area Editor of Mathematics of Operations Research, and serves on the editorial board of Games and Economic Behavior, International Journal of Game Theory, Annales d'Economie et de Statistiques.

He was awarded the 2003 Lanchester Prize in Operations Research and Management Science for his work on stochastic games.

Scientific articles

Optimal Dynamic Information Provision

Games and Economic Behavior, July 2017, vol. 104, pp 329-349, (in coll. with J. RENAULT, E. SOLAN)

Markov games with frequent actions and incomplete information -- the limit case

Mathematics of Operations Research, February 2016, vol. 41, n° 1, pp 49 - 71, (in coll. with P. CARDALIAGUET, C. RAINER, D. ROSENBERG)

Stochastic games

Proceedings of the National Academy of Sciences of the United States of America (PNAS), November 2015, vol. 112, n° 45, pp 13743-13746, (in coll. with E. SOLAN)

Truthful Equilibria in Dynamic Bayesian Games

Econometrica, September 2015, vol. 83, n° 5, pp 1795-1848, (in coll. with J. HÖRNER, S. TAKAHASHI)

On the Limit Perfect Public Equilibrium Payoff Set in Repeated and Stochastic Games

Games and Economic Behavior, May 2014, vol. 85, n° 1, pp 70-83, (in coll. with J. HÖRNER, S. TAKAHASHI)

Dynamic sender-receiver games

Journal of Economic Theory, March 2013, vol. 148, n° 2, pp 502-534, (in coll. with J. Renault, E. Solan)

On Games of Strategic Experimentation

Games and Economic Behavior, November 2013, vol. 82, pp 31-51, (in coll. with D. ROSENBERG, A. SALOMON)

Strategic information exchange

Games and Economic Behavior, November 2013, vol. 82, pp 444-467, (in coll. with D. ROSENBERG, E. SOLAN)

Aggregation of multiple prior opinions

Journal of Economic Theory, November 2011, vol. 146, n° 6, pp 2563-2582, (in coll. with H. Crès, I. GILBOA)

Recursive Methods in Discounted Stochastic Games: An Algorithm for ´ 1 and a Folk Theorem

Econometrica, July 2011, vol. 79, n° 4, pp 1277-1318, (in coll. with J. Hörner, T. Sugaya, S. Takahashi)

Chapters edited in books

About a Class of Recursive Games

Proceedings Of The Nato Asi On Stochastic Games, A. Neyman, S. Sorin (Eds), Kluwer

Stochastic Games with Imperfect Monitoring

Advances In Dynamic Games : Applications To Economics, Management Science, Engineering, And Environmental Management, A. Haurie, S. Muto, L. A. Petrosjan, T. E. S. Raghavan (Eds)

Stochastic Games: A Reduction

Proceedings Of The Nato Asi On Stochastic Games, A. Neyman, S. Sorin (Eds), Kluwer

Stochastic Games: Recent Results

Handbook Of Game Theory With Economic Applications - Vol. 3, R. J. Aumann, S. Hart (Eds), Elsevier, Amsterdam

Stopping Games: Recent Results - à paraître

Advances In Dynamic Games And Applications, A. Nowak (Ed.), Birkhäuser

On the Existence of Equilibrium in Two-Player Stochastic Games

Advances In Dynamic Games And Applications, E. Altman, O. Pourtallier, O. J. Vrieze (Eds), Kluwer

Stopping Games - Recent Results

Advances In Dynamic Games, A. S. Nowak, K. Szajowski (Eds), Birkhäuser

Proceedings

Convergence of Behavior in Social Networks

Proceedings of TARK XI (Theoretical Aspects of Reasoning about Knowledge) , 2007 , Proceedings of TARK XI (Theoretical Aspects of Reasoning about Knowledge) (D. Rosenberg, E. Solan)

Working papers

Lowest unique bid auctions

Mimeo , 2019

Recursive games with no observation

Mimeo , 2019

Time inconsistency and indeterminacy

Mimeo , 2019

On the Efficiency of Social Learning

Cahier de Recherche du Groupe HEC , 2017

Optimal Dynamic Information Provision

TSE Working Papers , 2017

Dynamic Sender-Receiver Games

Cahier de Recherche du Groupe HEC , 2013

Garbling of signals and outcome equivalence

Mimeo , 2013

On Games of Strategic Experimentation

Cahier de Recherche du Groupe HEC , 2013

Strategic Information Exchange

Cahier de Recherche du Groupe HEC , 2013

Scientific articles

Optimal Dynamic Information Provision

Games and Economic Behavior, July 2017, vol. 104, pp 329-349, (in coll. with J. RENAULT, E. SOLAN)

Markov games with frequent actions and incomplete information -- the limit case

Mathematics of Operations Research, February 2016, vol. 41, n° 1, pp 49 - 71, (in coll. with P. CARDALIAGUET, C. RAINER, D. ROSENBERG)

Stochastic games

Proceedings of the National Academy of Sciences of the United States of America (PNAS), November 2015, vol. 112, n° 45, pp 13743-13746, (in coll. with E. SOLAN)

Truthful Equilibria in Dynamic Bayesian Games

Econometrica, September 2015, vol. 83, n° 5, pp 1795-1848, (in coll. with J. HÖRNER, S. TAKAHASHI)

Chapters edited in books

About a Class of Recursive Games

Proceedings Of The Nato Asi On Stochastic Games, A. Neyman, S. Sorin (Eds), Kluwer

Stochastic Games with Imperfect Monitoring

Advances In Dynamic Games : Applications To Economics, Management Science, Engineering, And Environmental Management, A. Haurie, S. Muto, L. A. Petrosjan, T. E. S. Raghavan (Eds)

Stochastic Games: A Reduction

Proceedings Of The Nato Asi On Stochastic Games, A. Neyman, S. Sorin (Eds), Kluwer

Stochastic Games: Recent Results

Handbook Of Game Theory With Economic Applications - Vol. 3, R. J. Aumann, S. Hart (Eds), Elsevier, Amsterdam

Proceedings

Convergence of Behavior in Social Networks

Proceedings of TARK XI (Theoretical Aspects of Reasoning about Knowledge) , 2007 , Proceedings of TARK XI (Theoretical Aspects of Reasoning about Knowledge) (D. Rosenberg, E. Solan)

Working papers

Lowest unique bid auctions

Mimeo , 2019

Recursive games with no observation

Mimeo , 2019

Time inconsistency and indeterminacy

Mimeo , 2019

On the Efficiency of Social Learning

Cahier de Recherche du Groupe HEC , 2017

Education

  • Habilitation a diriger des recherches (Qualified Research Supervisor), Economics, Université Paris Dauphine - France
  • Doctorat de Mathematiques (Ph.D. in Mathematics), Université Paris VI Pierre et Marie Curie - France
  • Ecole Normale Superieure de Paris, Ecole Normale Supérieure - France
  • Agregation de Mathematiques, __ - France

Academic appointments

Academic responsabilities at HEC

  • 2003-2006 Directeur scientifique du Mastère de Finance Internationale HEC Paris
  • 2005- Professor HEC Paris
  • 2004- Member of GREGHEC (CNRS) HEC Paris

Scientific Activities

Membership in Academic or Professional Organisation

  • Expert scientifique aupres de la Israel Science Foundation et du Ministere Francais de la Recherche.
  • Coresponsable du GDR JEMMA (en coll. avec J. Renault, TSE et P. Cardaliaguet, Universite Paris IX-Dauphine)
  • Member, ANR Jeudy
  • Member, ANR Learning

Editorial activities

  • March 2001 - Associate Editor, Games and Economic Behavior
  • Advisory Board, Springer Series in Game Theory, Springer Verlag
  • September 2000 - Reviewer, Mathematical Reviews
  • Reviewer, Econometrica, Journal of Economic Theory, Operations Research Letters, IEEE Transactions on Automatics and Control, Review of Economic Studies, Mathematical Social Sciences, SIAM Journal of Control and Optimization, Operations Research Letters, International Game Theory Review, American Economic Review, RAND Journal of Economics, Journal of the European Mathematical Society, Journal of Applied Probability, Journal of the ACM, Management Science, Theoretical Economics, Games and Economic Behavior, Theory and Decision, Annals of Probability
  • Expert scientifique aupres de la Israel Science Foundation et du Ministere Francais de la Recherche
  • January 2010 Associate Editor, Annales d'Economie et de Statistiques
  • January 2010 Area Editor for Mathematics and Operations Research (Game Theory)
  • 2004- Co-Editor, Mathematics of Operations Research
  • 2001-2003 Associate Editor, International Journal of Game Theory

  • Conference organisation

  • Co-organisateur d'un séminaire hebdomadaire de théorie des jeux, en coll. avec les Universités Dauphine, Nanterre et Paris-Nord et l'Ecole Polytechnique
  • Membre du Comité Scientifique de la conférence Game Theory and its Applications, Mumbai, janvier 2003
  • Porteur Scientifique du Projet de GDR "JEMMA" auprès du CNRS (dossier déposé en juillet 2011)
  • 2013- Advisory Board: Trimester Program "Stochastic Dynamics in Economics and Finance", Hausdorff Institute for Mathematics, Bonn
  • 2012- Advisory Board: Hausdorff Institute for Mathematics, Bonn
  • 2010-2010 Scientific Organizer: Workshop on "Stochastic Methods in Game Theory", Ettore Majorana Center, Erice, 8-16 septembre 2010
  • 2010-2010 Scientific Organizer: 20th International Conference on Game Theory, State University of New York, Stony Brook
  • 2006- Membre du Comité Scientifique du 12th International Symposium on Dynamic Games and Applications, Sophia Antipolis
  • 2003-2003 Membre du Comité Scientifique des XIèmes jounées du groupe MODE, Perpignan
  • Awards & honors

    • 2011 Prix du Chercheur de l'annee 2011, Fondation HEC
    • 2003 Lanchester Prize in Operations Research and Management Science