The study you reference from Duke for people suffering from depression is interesting. Another one I came across from Maastricht University in the Netherlands addressed aerobic exercise and cognitive ability in seniors:

http://www.emaxhealth.com/36/21947.html which references http://www.ncbi.nlm.nih.gov/pubmed/9346168

Here's a reference to a Columbia study: http://www.nytimes.com/2007/08/19/sports/playmagazine/0819pl...

However I'm failing to find the study comparing mental games and aerobic exercise among seniors.