activity
20072026
most citedPathwise strategies for stochastic differential games with an erratum to "Stochastic Differential Games with Asymmetric Information"

14 citations · 22 across the 12 of their papers we have counts for

collaborators

18 papers

math.AP2026

Semi-explicit entropic solution to a generalised Riemann problem in some hydrological context

Brice Franke, Majid Lagnaoui, Catherine Rainer

We discuss solutions of the one dimensional scalar conservation law with the flux function $y\longmapsto G_{c,ρ}\left(y\right)=((1-ρ)c-y)\mathbb{1}_{\{y>c\}}-ρy\mathbb{1}_{\{y\leqs…

math.OC2020

Absorption Paths and Equilibria in Quitting Games

Galit Ashkenazi-Golan, Ilia Krasikov, Catherine Rainer +1

We study quitting games and define the concept of absorption paths, which is an alternative definition to strategy profiles that accomodates both discrete time aspects and continuo…

math.OC2019

An example of multiple mean field limits in ergodic differential games

Pierre Cardaliaguet, Catherine Rainer

We present an example of symmetric ergodic -players differential games, played in memory strategies on the position of the players, for which the limit set, as , o…

math.OC2019

Solving Two-State Markov Games with Incomplete Information on One Side *

Galit Ashkenazi-Golan, Catherine Rainer, Eilon Solan

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value…

math.OC2018

On the (in)efficiency of MFG equilibria

Pierre Cardaliaguet, Catherine Rainer

Mean field games (MFG) are dynamic games with infinitely many infinitesimal agents. In this context, we study the efficiency of Nash MFG equilibria: Namely, we compare the social c…

math.OC2016

A two player zerosum game where only one player observes a Brownian motion

Fabien Gensbittel, Catherine Rainer

We study a two-player zero-sum game in continuous time, where the payoff-a running cost-depends on a Brownian motion. This Brownian motion is observed in real time by one of the pl…