26 citations · 27 across the 2 of their papers we have counts for
2 papers
math.PR2014★ 26 cited
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
Rainer Buckdahn, Juan Li, Marc Quincampoix
In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equ…
math.OC2012★ 1 cited
Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies
Rainer Buckdahn, Juan Li, Marc Quincampoix
In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strat…