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