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山东大学 [22]

华南理工大学 [1]

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期刊论文 [23]

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	Uniqueness of solution to scalar BSDEs with L exp (mu root 2log(1+L))-integrable terminal values 期刊论文 ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2018, 卷号: 23 作者: Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/11 backward stochastic differential equation L exp (mu root 2log(1+L)) integrability uniqueness
	MEAN-FIELD SDE DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND RELATED STOCHASTIC CONTROL PROBLEM 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1500-1533 作者: Buckdahn, Rainer; Jing, Shuai 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/16 mean-field SDE mean-field FBSDE fractional Brownian motion Pontryagin maximum principle
	A MEAN-FIELD STOCHASTIC CONTROL PROBLEM WITH PARTIAL OBSERVATIONS 期刊论文 ANNALS OF APPLIED PROBABILITY, 2017, 卷号: 27, 期号: 5, 页码: 3201-3245 作者: Buckdahn, Rainer; Li, Juan; Ma, Jin 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/12 Conditional mean-field SDEs non-Markovian stochastic control system nonlinear filtering stochastic maximum principle mean-field backward SDEs
	A Stochastic Maximum Principle for General Mean-Field Systems 期刊论文 APPLIED MATHEMATICS AND OPTIMIZATION, 2016, 卷号: 74, 期号: 3, 页码: 507-534 作者: Buckdahn, Rainer; Li, Juan; Ma, Jin 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/16 Stochastic control Maximum principle Mean-field SDE McKean-Vlasov equation
	GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2016, 卷号: 54, 期号: 2, 页码: 602-631 作者: Buckdahn, Rainer; Nie, Tianyang 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/16 stochastic exit time optimal control backward stochastic differential equations Hamilton-Jacobi-Bellman equations viscosity solutions
	Differential games with asymmetric information and without Isaacs' condition 期刊论文 INTERNATIONAL JOURNAL OF GAME THEORY, 2016, 卷号: 45, 期号: 4, 页码: 795-816 作者: Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/17 Zero-sum differential game Asymmetric information Isaacs' condition Viscosity solution Subdynamic programming principle Dual game
	Stochastic variational inequalities on non-convex domains 期刊论文 JOURNAL OF DIFFERENTIAL EQUATIONS, 2015, 卷号: 259, 期号: 12, 页码: 7332-7374 作者: Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Rascanu, Aurel 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/17 Skorohod problem Stochastic variational inequalities Frechet subdifferential
	Pathwise Taylor expansions for random fields on multiple dimensional paths 期刊论文 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 卷号: 125, 期号: 7, 页码: 2820-2855 作者: Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/17 Path derivatives Pathwise Taylor expansion Functional Ito formula Ito-Wentzell formula Stochastic partial differential equations
	VALUE IN MIXED STRATEGIES FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT ISAACS CONDITION 期刊论文 ANNALS OF PROBABILITY, 2014, 卷号: 42, 期号: 4, 页码: 1724-1768 作者: Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/17 2-person zero-sum stochastic differential game Isaacs condition viscosity solution value function backward stochastic differential equations dynamic programming principle randomized controls
	Existence of Asymptotic Values for Nonexpansive Stochastic Control Systems 期刊论文 APPLIED MATHEMATICS AND OPTIMIZATION, 2014, 卷号: 70, 期号: 1, 页码: 1-28 作者: Buckdahn, Rainer; Goreac, Dan; Quincampoix, Marc 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/17 Stochastic control Asymptotic value function Uniform Abel-Tauberian theorems Occupation measures

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