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researcher

R. Buckdahn

34 papers hereh-index 314.5k citations111 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author31
  • middle author1
  • last author1

Across the 33 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR22
  • math.OC10
  • math.DS1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20072024
most citedMean-field backward stochastic differential equations: A limit approach

322 citations · 657 across the 30 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

math.OC2022★ 1 cited

Mean field stochastic control under sublinear expectation

Rainer Buckdahn, Bowen He, Juan Li

Our work is devoted to the study of Pontryagin's stochastic maximum principle for a mean-field optimal control problem under Peng's G-expectation. The dynamics of the controlled…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.