Since 1954, The Frederick W. Lanchester Prize has been awarded by INFORMS (the Institute for Operations Research and The Management Sciences) "for the best contribution to operations research and the management sciences published in English.” Nicolas Vieille is the second French Professor to receive the prize, following Maurice Allais in 1957.

Professor Vieille has been recognized for three research papers published in the Israel Journal of Mathematics: Two-Player Stochastic Games I: A Reduction, Two-Player Stochastic Games II: The Case of Recursive Games, and Small Perturbations and Stochastic Games.
Stochastic games are abstract models which generalize Markov decision processes. In these dynamic games, which were introduced in 1953, the decisions taken by the players affect not only their current payoff but also their future opportunities. The players are facing competitors and their objective is to reach as high profit as possible over time. The nature of the details of
their interaction changes over time as a result of past decisions and random exogenous shocks.

Nicolas Vieille sheds light on his research:

What does your research in this field focus on?
The goal of my research, which is devoted to games that involve 2 players, has been to analyze an abstract model that includes many concrete situations. The problem is to find strategies that are going to be optimal, irrespective of how the players balance the present and the future. In some games, objectives are directly opposed, in other words, what one player wins, the other loses (zero-sum case). But in most economic situations this is a restrictive way to view things, so I try to study games where this property is not true.

It was an issue that had been identified long ago by researchers in the field. One has to come up with new ideas, build bridges, find new ways to look at the problem. So, that is what I did: by working within a well-defined mathematic framework, I eventually found a conclusive proof of this theorem. It was a problem which I kept coming back to!

Where do you see your research taking you next?
I think changing the focus of one’s research can be good for productivity, like a change of scenery! So I’m now planning to look at a very different series of questions, arising from economics.