Rainer Buckdahn

According to our database, Rainer Buckdahn authored at least 14 papers between 1998 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls.

Rainer Buckdahn, Juan Li, Marc Quincampoix, Jérôme Renault

SIAM J. Control. Optim., 2020

2017

Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem.

Rainer Buckdahn, Shuai Jing

SIAM J. Control. Optim., 2017

2016

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.

Rainer Buckdahn, Tianyang Nie

SIAM J. Control. Optim., 2016

Differential games with asymmetric information and without Isaacs' condition.

Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Yuhong Xu

Int. J. Game Theory, 2016

2014

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents.

Rainer Buckdahn, Juan Li, Shige Peng

SIAM J. Control. Optim., 2014

2013

Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies.

Rainer Buckdahn, Juan Li, Marc Quincampoix

Int. J. Game Theory, 2013

2012

Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method.

Rainer Buckdahn, Jianhui Huang, Juan Li

SIAM J. Control. Optim., 2012

2011

Some Recent Aspects of Differential Game Theory.

Rainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix

Dyn. Games Appl., 2011

2008

Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces.

Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore

SIAM J. Control. Optim., 2008

Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations.

Rainer Buckdahn, Juan Li

SIAM J. Control. Optim., 2008

2007

Pathwise Stochastic Control Problems and Stochastic HJB Equations.

Rainer Buckdahn, Jin Ma

SIAM J. Control. Optim., 2007

2004

Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games.

Rainer Buckdahn, Pierre Cardaliaguet, Catherine Rainer

SIAM J. Control. Optim., 2004

2001

A Representation Formula for the Mean Curvature Motion.

Rainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix

SIAM J. Math. Anal., 2001

1998

Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios.

Rainer Buckdahn, Ying Hu

Math. Oper. Res., 1998