Fabien Gensbittel

According to our database, Fabien Gensbittel authored at least 12 papers between 2013 and 2021.

Collaborative distances:

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

2021

A Dynkin Game on Assets with Incomplete Information on the Return.

Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve

Math. Oper. Res., 2021

On a Competitive Selection Problem.

Fabien Gensbittel, Dana Pizarro, Jérôme Renault

CoRR, 2021

2020

Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case.

Fabien Gensbittel, Miquel Oliu-Barton

Dyn. Games Appl., 2020

2019

Zero-Sum Stopping Games with Asymmetric Information.

Fabien Gensbittel, Christine Grün

Math. Oper. Res., 2019

Continuous-Time Markov Games with Asymmetric Information.

Fabien Gensbittel

Dyn. Games Appl., 2019

2018

Zero-sum revision games.

Fabien Gensbittel, Stefano Lovo, Jérôme Renault, Tristan Tomala

Games Econ. Behav., 2018

A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion.

Fabien Gensbittel, Catherine Rainer

Dyn. Games Appl., 2018

2017

A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides.

Fabien Gensbittel, Catherine Rainer

SIAM J. Control. Optim., 2017

2016

Continuous-time limit of dynamic games with incomplete information and a more informed player.

Fabien Gensbittel

Int. J. Game Theory, 2016

2015

The Value of Markov Chain Games with Incomplete Information on Both Sides.

Fabien Gensbittel, Jérôme Renault

Math. Oper. Res., 2015

Extensions of the Cav(<i>u</i>) Theorem for Repeated Games with Incomplete Information on One Side.

Fabien Gensbittel

Math. Oper. Res., 2015

2013

Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory.

Fabien Gensbittel

SIAM J. Control. Optim., 2013