activity
20072020
most citedOn the existence of a limit value in some non expansive optimal control problems

5 citations · 12 across the 5 of their papers we have counts for

collaborators

6 papers

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…

cs.GT20135 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.OC20095 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.OC20072 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…