6 citations · 8 across the 4 of their papers we have counts for
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math.PR2008
On a continuous time game with incomplete information
Pierre Cardaliaguet, Catherine Rainer
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be compute…
math.PR2007★ 6 cited
Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn, Jin Ma, Catherine Rainer
In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems…