Items where Author is "Gensbittel, Fabien"

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Number of items: 11.

Article

De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane (2020) A Dynkin game on assets with incomplete information on the return. Mathematics of Operations Research. (In Press)

Gensbittel, Fabien and Grün, Christine (2018) Zero-sum stopping games with asymmetric information. Mathematics of Operations Research, 44 (1).

Gensbittel, Fabien and Rainer, Catherine (2018) A two player zero-sum game where only one player observes a Brownian motion. Dynamic Games and Applications, 8 (2). pp. 280-314.

Gensbittel, Fabien, Lovo, Stefano, Renault, Jérôme and Tomala, Tristan (2018) Zero-Sum Revision Games. Games and Economic Behavior, 108. pp. 504-522.

Gensbittel, Fabien and Rainer, Catherine (2017) A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides. SIAM Journal on Control and Optimization (SICON), 55 (2). pp. 693-723.

Gensbittel, Fabien (2016) Continuous-time limits of dynamic games with incomplete information and a more informed player. International Journal of Game Theory, 45 (1). pp. 321-352.

Gensbittel, Fabien and Renault, Jérôme (2015) The value of Markov chain games with lack of information on both sides. Mathematics of Operations Research, 40 (4). pp. 820-841.

Gensbittel, Fabien (2015) Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side. Mathematics of Operations Research, 40 (1). pp. 80-104.

Gensbittel, Fabien, Oliu-Barton, Miquel and Venel, Xavier (2014) Existence of the uniform value in zero-sum repeated games with a more informed controller. Journal of Dynamics and Games, vol.1 (n°3). pp. 411-445.

Gensbittel, Fabien (2013) Covariance control problems of martingales arising from game theory. SIAM J. Control and Optimization, 51 (2). pp. 1152-185.

Monograph

Gensbittel, Fabien, Renault, Jérôme and Peski, Marcin (2019) Large space of information structures. TSE Working Paper, n. 19-1006, Toulouse

This list was generated on Wed Nov 13 09:26:46 2019 CET.