Rainer Buckdahn - researchr alias

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Viewing Publication 1 - 16 from 16

2025

Path-Dependent Controlled Mean-Field Coupled Forward-Backward SDEs: The Associated Stochastic Maximum PrincipleRainer Buckdahn, Juan Li, Junsong Li, Chuanzhi Xing. siamco, 63(3):2124-2153, 2025. [doi]

Mean-Field Stochastic Control Problems under Sublinear ExpectationRainer Buckdahn, Bowen He, Juan Li. siamco, 63(2):1051-1084, 2025. [doi]

2020

Representation Formulas for Limit Values of Long Run Stochastic Optimal ControlsRainer Buckdahn, Juan Li, Marc Quincampoix, Jérôme Renault. siamco, 58(4):1846-1873, 2020. [doi]

2017

Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control ProblemRainer Buckdahn, Shuai Jing. siamco, 55(3):1500-1533, 2017. [doi]

2016

Differential games with asymmetric information and without Isaacs' conditionRainer Buckdahn, Marc Quincampoix, Catherine Rainer, Yuhong Xu. ijgt, 45(4):795-816, 2016. [doi]

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control ProblemRainer Buckdahn, Tianyang Nie. siamco, 54(2):602-631, 2016. [doi]

2014

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor AgentsRainer Buckdahn, Juan Li, Shige Peng. siamco, 52(1):451-492, 2014. [doi]

2013

Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategiesRainer Buckdahn, Juan Li, Marc Quincampoix. ijgt, 42(4):989-1020, 2013. [doi]

2012

Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation MethodRainer Buckdahn, Jianhui Huang, Juan Li. siamco, 50(3):1466-1501, 2012. [doi]

2011

Some Recent Aspects of Differential Game TheoryRainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix. dga, 1(1):74-114, 2011. [doi]

2008

Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional SpacesRainer Buckdahn, Marc Quincampoix, Gianmario Tessitore. siamco, 47(1):218-250, 2008. [doi]

Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs EquationsRainer Buckdahn, Juan Li. siamco, 47(1):444-475, 2008. [doi]

2007

Pathwise Stochastic Control Problems and Stochastic HJB EquationsRainer Buckdahn, Jin Ma. siamco, 45(6):2224-2256, 2007. [doi]

2004

Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential GamesRainer Buckdahn, Pierre Cardaliaguet, Catherine Rainer. siamco, 43(2):624-642, 2004. [doi]

2001

A Representation Formula for the Mean Curvature MotionRainer Buckdahn, Pierre Cardaliaguet, Marc Quincampoix. siamma, 33(4):827-846, 2001. [doi]

1998

Pricing of American Contingent Claims with Jump Stock Price and Constrained PortfoliosRainer Buckdahn, Ying Hu. mor, 23(1):177-203, 1998. [doi]

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