| Publication | Date of Publication | Type |
|---|
Absorption paths and equilibria in quitting games
Mathematical Programming. Series A. Series B | 2024-02-21 | Paper |
Guessing a Random Function and Repeated Games in Continuous Time
| 2023-11-25 | Paper |
Mean Field Games in a Stackelberg problem with an informed major player
| 2023-11-09 | Paper |
Azéma's martingale
Lecture Notes in Mathematics | 2020-10-20 | Paper |
Solving two-state Markov games with incomplete information on one side
Games and Economic Behavior | 2020-08-27 | Paper |
An example of multiple mean field limits in ergodic differential games
NoDEA. Nonlinear Differential Equations and Applications | 2020-05-12 | Paper |
On the (in)efficiency of MFG equilibria
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
European Actuarial Journal | 2018-10-31 | Paper |
A two-player zero-sum game where only one player observes a Brownian motion
Dynamic Games and Applications | 2018-07-05 | Paper |
Mean-field stochastic differential equations and associated PDEs
The Annals of Probability | 2017-10-24 | Paper |
Differential games with asymmetric information and without Isaacs' condition
International Journal of Game Theory | 2017-04-27 | Paper |
A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides
SIAM Journal on Control and Optimization | 2017-03-17 | Paper |
Markov games with frequent actions and incomplete information -- the limit case
Mathematics of Operations Research | 2016-04-15 | Paper |
Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information
Applied Mathematics and Optimization | 2013-10-21 | Paper |
Games with incomplete information in continuous time and for continuous types
Dynamic Games and Applications | 2013-09-16 | Paper |
Hölder regularity for viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with superquadratic growth in the gradient
SIAM Journal on Control and Optimization | 2011-07-22 | Paper |
On a continuous-time game with incomplete information
Mathematics of Operations Research | 2011-04-27 | Paper |
Existence of an optimal control for stochastic control systems with nonlinear cost functional
Stochastics | 2010-08-19 | Paper |
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Bulletin des Sciences Mathématiques | 2010-03-12 | Paper |
Stochastic differential games with asymmetric information
Applied Mathematics and Optimization | 2009-07-24 | Paper |
Stochastic control problems for systems driven by normal martingales
The Annals of Applied Probability | 2008-04-23 | Paper |
Two different approaches to nonzero-sum stochastic differential games
Applied Mathematics and Optimization | 2007-10-10 | Paper |
Stochastic control and compatible subsets of constraints
Bulletin des Sciences Mathématiques | 2005-08-03 | Paper |
Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
Stochastic control with exit time and constraints, application to small time attainability of sets
Applied Mathematics and Optimization | 2004-09-22 | Paper |
Existence of stochastic control under state constraints
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2004-03-28 | Paper |
Viability of moving sets for stochastic differential equation.
Advances in Differential Equations | 2004-03-02 | Paper |
Exact and possible viability for controlled diffusions.
Statistics & Probability Letters | 2004-02-14 | Paper |
Backward stochastic differential equations with Azéma's martingale
Stochastics and Stochastic Reports | 2003-06-02 | Paper |
A note on the conservation law for continuous reflected processes and its application to queues with fluid inputs
Queueing Systems | 1998-08-09 | Paper |
scientific article; zbMATH DE number 926739 (Why is no real title available?)
| 1997-03-03 | Paper |
scientific article; zbMATH DE number 926740 (Why is no real title available?)
| 1997-03-03 | Paper |
scientific article; zbMATH DE number 679798 (Why is no real title available?)
| 1994-12-01 | Paper |
