44 citations · 290 across the 45 of their papers we have counts for
4 papers · 1 filter
Pathwise strategies for stochastic differential games with an erratum to "Stochastic Differential Games with Asymmetric Information"
Pierre Cardaliaguet, Rainer Catherine
We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in [Cardaliaguet-Rainer 2009…
Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations
Scott N. Armstrong, Pierre Cardaliaguet, Panagiotis E. Souganidis
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environme…
Geodesics for a class of distances in the space of probability measures
Pierre Cardaliaguet, Guillaume Carlier, Bruno Nazaret
In this paper, we study the characterization of geodesics for a class of distances between probability measures introduced by Dolbeault, Nazaret and Savar e. We first prove the exi…
Games with incomplete information in continuous time and for continuous types
Pierre Cardaliaguet, Catherine Rainer
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We p…