Nicolas VIEILLE

Professor

Economics and Decision Sciences

vieille@hec.fr https://sites.google.com/view/nicolasvieille/home
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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

An Application of Ramsey Theorem to Stopping Games

Games and Economic Behavior, February 2003, vol. 42, n° 2, pp 300-306, (in coll. with E. Shmaya, E. Solan)

Strategic Learning in Games with Symmetric Information

Games and Economic Behavior, January 2003, vol. 42, n° 1, pp 25-47, (in coll. with O. Gossner)

Perturbed Markov Chains

Journal of Applied Probability, July 2003, vol. 40, n° 1, pp 107-123, (in coll. with E. Solan)

Deterministic Multi-Player Dynkin Games

Journal of Mathematical Economics, November 2003, vol. 39, n° 8, pp 911-930, (in coll. with E. Solan)

The MaxMin value of stochastic games with imperfect monitoring

International Journal of Game Theory, 3 February 2003, vol. 32, n° 1, pp 133-150, (in coll. with E. Solan, D. ROSENBERG)

Quitting Games: An Example

International Journal of Game Theory, 2003, vol. 31, n° 3, pp 365-381, (in coll. with E. Solan)

Correlated Equilibrium in Stochastic Games

Games and Economic Behavior, February 2002, vol. 38, n° 2, pp 362-399, (in coll. with E. Solan)

Blackwell Optimality in Markov Decision Processes with Partial Observation

Annals of Statistics, August 2002, vol. 30, n° 4, pp 1178-1193, (in coll. with D. ROSENBERG, E. Solan)

How to Play with a Biased Coin

Games and Economic Behavior, November 2002, vol. 41, n° 2, pp 206-226, (in coll. with O. Gossner)

Continuous-time Dynkin Games with Mixed Strategies

SIAM Journal on Control and Optimization, 2002, vol. 41, n° 4, pp 1073-1088, (in coll. with N. Touzi)

Chapters in edited books

Proceedings

Working papers

Scientific articles

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 T. Sugaya, J. Hörner, S. Takahashi)

Computing uniformly optimal strategies in two-player stochastic games

Economic Theory, January 2010, vol. 42, n° 1, pp 237-253, (in coll. with E. Solan)

On a Markov Game with One-Sided Information

Operations Research, July-August 2010, vol. 58, n° (4-part-2), pp 1107-1115, (in coll. with J. Hörner, D. ROSENBERG, E. Solan)

Chapters in edited books

Proceedings

Working papers

Continuous-Time Games of Timing

Cahier de Recherche du Groupe HEC , 2003

Deterministic Multi-Player Dynkin Games

Cahier de Recherche du Groupe HEC , 2003

Approximating a Sequence of Observations by a Simple Process

Cahier de Recherche du Groupe HEC , 2002

Majority Vote Following a debate

Cahier de Recherche du Groupe HEC , 2002

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 Responsibilities at HEC

  • 2021- Scientific co-directeur of Hi!Paris center HEC Paris

Scientific Activities

Membership in Academic or Professional Organisation

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

Editorial activities

  • 2020- Editor, Games and Economic Behavior

    • Conference organisation

  • 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
  • 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)

    • Awards & honors

    • 2021 Fellow of the Econometric Society
    • 2011 Prix du Chercheur de l'annee 2011, Fondation HEC
    • 2003 Lanchester Prize in Operations Research and Management Science