Rainer Buckdahn

Laboratoire de Mathématiques de Bretagne Atlantique — France

Economics, Econometrics and Finance · Social Sciences

28h-index3.5kcitations124works0.62yr avg
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Research Topics

Stochastic processes and financial applications(107), Mathematical Biology Tumor Growth(30), Economic theories and models(25), Financial Risk and Volatility Modeling(24), Risk and Portfolio Optimization(21)

Publications121 total

A global stochastic maximum principle for mean-field forward-backward stochastic control systems with quadratic generators
The Annals of Applied Probability·2026
Path-Dependent Controlled Mean-Field Coupled Forward-Backward SDEs: The Associated Stochastic Maximum Principle
SIAM Journal on Control and Optimization·2025
Mean-Field Stochastic Control Problems under Sublinear Expectation
SIAM Journal on Control and Optimization·2025· 2 cited
Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
arXiv (Cornell University)·2024· 1 citedOpen Access
A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators
arXiv (Cornell University)·2024Open Access
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations
Journal of Differential Equations·2023· 4 cited
Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle
arXiv (Cornell University)·2023Open Access
A general conditional McKean–Vlasov stochastic differential equation
The Annals of Applied Probability·2023· 4 citedOpen Access
On the near-viability property of controlled mean-field flows
Numerical Algebra Control and Optimization·2023· 1 citedOpen Access
Mean field stochastic control under sublinear expectation
arXiv (Cornell University)·2022· 1 citedOpen Access
Special issue dedicated to Alain Bensoussan on the occasion of his 80th birthday: Preface
Probability Uncertainty and Quantitative Risk·2022Open Access
Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations
arXiv (Cornell University)·2021· 2 citedOpen Access
Partial derivative with respect to the measure and its application to general controlled mean-field systems
Stochastic Processes and their Applications·2021· 9 cited
Representation of limit values for nonexpansive stochastic differential games
Journal of Differential Equations·2020· 5 cited
Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
Probability Uncertainty and Quantitative Risk·2020· 4 citedOpen Access
Derivative over Wasserstein spaces along curves of densities
arXiv (Cornell University)·2020Open Access
Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls
SIAM Journal on Control and Optimization·2020· 6 cited
Representation formulas for limit values of long run stochastic optimal controls
RePEc: Research Papers in Economics·2019
Viability of an open set for stochastic control systems
Stochastic Processes and their Applications·2018· 2 cited
Uniqueness of solution to scalar BSDEs with $L\exp{\left(μ\sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values
arXiv (Cornell University)·2018· 1 citedOpen Access
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Frequent Co-authors

Marc Quincampoix(14), Juan Li(6), Shigē Péng(6), Catherine Rainer(6), Aurel Răşcanu(5), Ying Hu(5), Jin Ma(4), H. J. Engelbert(4), Étienne Pardoux(3), Jin Ma(3), Boualem Djehiche(2), Juan Li(2), Pierre Cardaliaguet(2), Dan Goreac(2), Guy Barles(1), Shige Peng(1), Juan Li(1), P. Cardaliaguet(1), Aurel Rùascanu(1), Juan Li(1)