Ivan Novikov's homepage

Starting from September 2026, I will be a postdoctoral fellow at the Chinese University of Hong Kong, Shenzhen, working under the supervision of Xiao Li. Previously, I held positions as a Temporary Teaching and Research Assistant (ATER) at Université Paris Dauphine-PSL and Université Paris 1 Panthéon-Sorbonne. I defended my PhD thesis in applied mathematics at Université Paris Dauphine-PSL, which I completed while based at CEREMADE under the supervision of Guillaume Vigeral. I also hold an M.Sc. in Optimization from Université Paris-Saclay (supervisor Guillaume Vigeral) and a B.Sc. in Mathematics from the Higher School of Economics (supervisor Mikhail Skopenkov).

Research interests: game theory and optimization.

All published articles are given together with their ArXiv versions.

Published:

  1. Zero-Sum State-Blind Stochastic Games with Vanishing Stage Duration. Dynamic Games and Applications 15, 1094–1115 (2025). DOI.
    Additional materials: Presentation.
    ArXiv version: here.
  2. Percolation of three fluids on a honeycomb lattice, Monatshefte für Mathematik 199, 611-626 (2022). DOI.
    Additional materials: Experiment description; Code.
    ArXiv version: here.
  3. Feynman checkers: the probability to find an electron vanishes nowhere inside the light cone, Reviews in Mathematical Physics 34, 2250020 (2022). DOI.
    Additional materials: Mini-presentation about a part of the paper.
    ArXiv version: here.
  4. Cutting Polygons Composed of Equal Rectangles into Similar Rectangles, Mathematical Notes 110, 726–731 (2021). DOI (In English and in Russian).
    ArXiv version (in Russian only): here.

Preprints or submitted work:

  1. Strategies in POMDPs with Stage Duration. Submitted.
    ArXiv version: here.
    Additional materials: 50 minute presentation.
  2. Asymptotic Value in Zero-Sum Stochastic Games with Vanishing Stage Duration and Public Signals. Submitted.
    ArXiv version: here.
    Additional materials: Poster; Teaser for the poster (micro-presentation); 30 minute presentation; 50 minute presentation.

Work in progress:

  1. Numerical Experiments on Zero-Sum Stochastic Games with Small Stage Duration and Public Signals. Work in progress.

PhD Thesis:

  1. Zero-Sum Stochastic Games with Vanishing Stage Duration and Public Signals.
    Link.
    Additional materials: Defense presentation. Another presentation discussing some open questions.
Download CV in PDF format (last updated: ).

Education

Positions

Conference Talks

Seminar Talks

Scholarships

Skills

Place: Université Paris 1 Panthéon-Sorbonne, B.Sc. in Mathematics and Computer Science Applied to the Social and Human Sciences.

Place: Université Paris Dauphine-PSL, B.Sc. in Applied Mathematics.