Rainer Buckdahn

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2025 J jnl
Mean-Field Stochastic Control Problems under Sublinear Expectation.
SIAM J. Control. Optim.
Rainer Buckdahn, Bowen He, Juan Li
2025 J jnl
Path-Dependent Controlled Mean-Field Coupled Forward-Backward SDEs: The Associated Stochastic Maximum Principle.
SIAM J. Control. Optim.
Rainer Buckdahn, Juan Li, Junsong Li, Chuanzhi Xing
2020 J jnl
Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls.
SIAM J. Control. Optim.
Rainer Buckdahn, Juan Li, Marc Quincampoix, Jérôme Renault
2017 J jnl
Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem.
SIAM J. Control. Optim.
Rainer Buckdahn, Shuai Jing
2016 J jnl
Differential games with asymmetric information and without Isaacs' condition.
Int. J. Game Theory
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Yuhong Xu
2016 J jnl
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.
SIAM J. Control. Optim.
Rainer Buckdahn, Tianyang Nie
2014 J jnl
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents.
SIAM J. Control. Optim.
Rainer Buckdahn, Juan Li, Shige Peng
2013 J jnl
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies.
Int. J. Game Theory
Rainer Buckdahn, Juan Li, Marc Quincampoix
2012 J jnl
Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method.
SIAM J. Control. Optim.
Rainer Buckdahn, Jianhui Huang, Juan Li
2011 J jnl
Some Recent Aspects of Differential Game Theory.
Dyn. Games Appl.
Rainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix
2008 J jnl
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces.
SIAM J. Control. Optim.
Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore
2008 J jnl
Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations.
SIAM J. Control. Optim.
Rainer Buckdahn, Juan Li
2007 J jnl
Pathwise Stochastic Control Problems and Stochastic HJB Equations.
SIAM J. Control. Optim.
Rainer Buckdahn, Jin Ma
2004 J jnl
Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games.
SIAM J. Control. Optim.
Rainer Buckdahn, Pierre Cardaliaguet, Catherine Rainer
2001 J jnl
A Representation Formula for the Mean Curvature Motion.
SIAM J. Math. Anal.
Rainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix
1998 J jnl
Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios.
Math. Oper. Res.
Rainer Buckdahn, Ying Hu