322 citations · 657 across the 30 of their papers we have counts for
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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…
math.PR2012★ 2 cited
Regularity properties for general HJB equations. A BSDE method
Rainer Buckdahn, Jianhui Huang, Juan Li
In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in…