Rainer Buckdahn

According to our database1, Rainer Buckdahn authored at least 13 papers between 1998 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem.
SIAM J. Control and Optimization, 2017

2016
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.
SIAM J. Control and Optimization, 2016

Differential games with asymmetric information and without Isaacs' condition.
Int. J. Game Theory, 2016

2014
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents.
SIAM J. Control and Optimization, 2014

2013
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies.
Int. J. Game Theory, 2013

2012
Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method.
SIAM J. Control and Optimization, 2012

2011
Some Recent Aspects of Differential Game Theory.
Dynamic Games and Applications, 2011

2008
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces.
SIAM J. Control and Optimization, 2008

Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations.
SIAM J. Control and Optimization, 2008

2007
Pathwise Stochastic Control Problems and Stochastic HJB Equations.
SIAM J. Control and Optimization, 2007

2004
Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games.
SIAM J. Control and Optimization, 2004

2001
A Representation Formula for the Mean Curvature Motion.
SIAM J. Math. Analysis, 2001

1998
Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios.
Math. Oper. Res., 1998


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