Ivan Novikov's homepage

I am a 4th year PhD student at Université Paris-Dauphine working at CEREMADE under the supervision of Guillaume Vigeral. Expected date of the defense is 3 December 2025. I also have a M.Sc. in Optimization from Université Paris-Saclay (supervisor Guillaume Vigeral) and a B.Sc. in Mathematics from Higher School of Economics (supervisor Mikhail Skopenkov).

Research interests: zero-sum stochastic games, in discrete and in continuous time; asymptotic value in zero-sum stochastic games.

All published articles are given together with their Arxiv or HAL version. Note that the Arxiv or HAL version may differ from the journal version.

Published:

  1. Zero-Sum State-Blind Stochastic Games with Vanishing Stage Duration. Dyn Games Appl 15, 1094–1115 (2025). https://doi.org/10.1007/s13235-024-00599-y.
    Additional materials: Presentation.
    HAL version: here.
  2. Percolation of three fluids on a honeycomb lattice, Monatsh Math 199, 611-626 (2022). https://doi.org/10.1007/s00605-022-01753-7.
    Additional materials: Experiment description; Code.
    Arxiv version: here.
  3. Feynman checkers: the probability to find an electron vanishes nowhere inside the light cone, Reviews Math Physics 34:07, 2250020 (2022). https://doi.org/10.1142/S0129055X22500209.
    Additional materials: Mini-presentation about a part of the paper.
    Arxiv version: here.
  4. Cutting Polygons Composed of Equal Rectangles into Similar Rectangles, Math Notes 110, 726–731 (2021). https://doi.org/10.1134/S0001434621110092 (In English and in Russian).
    Arxiv version (in Russian only): here.

Preprints, submitted, or work in progress:

  1. Asymptotic Value in Zero-Sum Stochastic Games with Vanishing Stage Duration and Public Signals. Preprint.
    HAL version: here.
    Additional materials: Poster; Teaser for the poster (micro-presentation); 30 minute presentation; 50 minute presentation.
  2. Numerical Experiments on the Asymptotic Value of Zero-Sum Stochastic Games with Small Stage Duration and Public Signals. Work in progress.
  3. Hemi-continuity of Strategies in Markov Decision Processes with Stage Duration. Work in progress.
Download CV in pdf format (last updated: ).

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