activity
20072025
most citedValue in mixed strategies for zero-sum stochastic differential games without Isaacs condition

26 citations · 53 across the 14 of their papers we have counts for

collaborators

14 papers

math.OC2025

Strong bi-metric regularity in affine optimal control problems

Alberto Domínguez Corella, Marc Quincampoix, Vladimir Veliov

The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with r…

math.OC2025

Reachability for multiagent control systems via Lyapunov functions

Giulia Cavagnari, Marc Quincampoix

This paper concerns the problem of reachability of a given state for a multiagent control system in . In such a system, at every time each agent can choose his/her ve…

math.OC2023

Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time

Piermarco Cannarsa, Stephane Gaubert, Cristian Mendico +1

A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the dis…

math.CA2022

Extending Rademacher Theorem to Set-Valued Maps

Aris Daniilidis, Marc Quincampoix

Rademacher theorem asserts that Lipschitz continuous functions between Euclidean spaces are differentiable almost everywhere. In this work we extend this result to set-valued maps…

math.OC2020

Characterization of Filippov representable maps and Clarke subdifferentials

Mira Bivas, Aris Daniilidis, Marc Quincampoix

The ordinary differential equation , for measurable, is not sufficiently regular to guarantee existence of solutions. To remedy this we may re…

math.OC2018

A differential game on Wasserstein space. Application to weak approachability with partial monitoring

Vianney Perchet, Marc Quincampoix

Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usuall…

math.PR2015

Stochastic differential equations of second order with a small parameter

Mikhail Kamenskii, Marc Quincampoix, Serguei Pergamenchtchikov

We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for…

math.OC2015★ 14 cited

Limit value for optimal control with general means

Xiaoxi Li, Marc Quincampoix, Jérôme Renault

We consider optimal control problem with an integral cost which is a mean of a given function. As a particular case, the cost concerned is the Cesàro average. The limit of the valu…

math.PR2014★ 26 cited

Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition

Rainer Buckdahn, Juan Li, Marc Quincampoix

In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equ…

math.OC2014

Differential games with asymmetric information and without Isaacs condition

Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1

We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation par…

cs.GT2013★ 5 cited

On an unified framework for approachability in games with or without signals

Vianney Perchet, Marc Quincampoix

We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each…

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.OC2009★ 5 cited

On the existence of a limit value in some non expansive optimal control problems

Marc Quincampoix, Jérôme Renault

We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not im…

math.OC2007★ 2 cited

Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems

Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1

We provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect…