Publications et prépublications
G. ASHKENAZI-GOLAN, I. KRASIKOV, C. RAINER, E. SOLAN, Absorption Paths and Equilibria in Quitting Games, Mathematical Programming (2022) (HAL)
P. CARDALIAGUET, C. RAINER, An example of multiple mean field limits in ergodic differential games, NoDEA 27, No,3, Paper No.25 (2020) (HAL)
G. ASHKENAZI-GOLAN, C. RAINER, E. SOLAN, Solving Two-State Markov Games with Incomplete Information on One Side, Games Econ. Behav. 122, 83-104 (2020) (HAL)
C. RAINER, La martingale d'Azéma, Séminaire de Probabilités Volume L, LN 2252, S. Verlag, ed. (2019) (HAL)
P. CARDALIAGUET, C. RAINER, On the (in)efficiency of MFG equilibria, to appear in SIAM J. Control Optim. 57, No.4, 2292-2314 (2019) (HAL)
D. ABGRALL, M. HABART, C. RAINER, A. SOW, Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure Eur. Actuar. J. 8 (2018) no.1, 27-51
F. GENSBITTEL, C. RAINER, A two player zerosum game where only one player observes a Brownian motion, Dynamic Games and Applications, vol. 8, n° 2, (2018), p. 280–314 (HAL)
F. GENSBITTEL, C. RAINER, A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides, SIAM J. Control Optim., 55(2), 693–723, (2017) (HAL)
R. BUCKDAHN, J. LI, S. PENG, C. RAINER, Mean-field stochastic differential equations and associated PDEs, Ann. Probab. 45 (2017), no. 2, 824–878. (ArXiv)
P. CARDALIAGUET, C. RAINER, D. ROSENBERG, N. VIEILLE, Markov games with frequent actions and incomplete information, Math. Oper. Res. 41 (2016), no. 1, 49–71 (HAL)
R. BUCKDAHN, M. QUINCAMPOIX, C. RAINER, Y. XU, Differential games with asymmetric information and without Isaacs condition, Internat. J. Game Theory 45 (2016), no. 4, 795–816 (HAL)
P. CARDALIAGUET, C. RAINER, Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information'', Appl. Math. Optim. 68 (2013), no. 1, 75–84 (HAL)
P. CARDALIAGUET, C. RAINER, Games with incomplete information in continuous time and for continuous types, Dynamic Games and Applications 2, 2 206-227 (2012). (HAL)
P. CARDALIAGUET, C. RAINER, Hölder regularity for viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with superquadratic growth in the gradient, SIAM J. Optim. 49, no. 2, pp. 555–573 (2011). (HAL)
R. BUCKDAHN, B. LABED, C. RAINER, L. TAMER, Existence of an optimal control for stochastic control systems with nonlinear cost functional, Stochastics 82; no. 1-3, pp.241-256 (2010). (HAL)
R. BUCKDAHN, M. QUINCAMPOIX, C. RAINER, J. TEICHMANN, Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems, Bull. Sci. Math. 134, no. 2, pp.207-214 (2010). (ArXiv).
P. CARDALIAGUET, C. RAINER, On a continuous time game with incomplete information, MOR Vol.34, Nr.4, pp.769-794 (2009) (HAL)
P. CARDALIAGUET, C. RAINER, Stochastic Differential Games with assymetric Information, Appl.Math.Optim 59, no. 1, pp.769–794 (2009) (HAL).
R. BUCKDAHN, J. MA, C. RAINER, Stochastic Control Problems for Systems Driven by Normal Martingales, Annals of Applied Probabilities Volume 18, no.2, pp. 632-663. (2008) (ArXiv)
C. RAINER, On two different approaches to nonzero-sum stochastic differential games, Appl.Math.Optim. 56, pp.131-144 (2007) (dvi).
M. QUINCAMPOIX, C. RAINER, Stochastic control and compatible subsets of contraints, Bull. Sci. math. 129, pp.39-55 (2005).
R. BUCKDAHN, M. QUINCAMPOIX, C. RAINER, A. RASCANU, Stochastic Control with Exit Time and Contraints, Application to Small Time Attainability of Sets, Applied Mathematics and Optimization Vol. 49, 2, pp.99-112 (2004).
R. BUCKDAHN, P. CARDALIAGUET, C. RAINER, Nash equilibrium payoffs for nonzero-sum stochastic differential games, SIAM J. Control Optim. 43, no. 2, pp.624-642 (2004). (pdf)
L. MAZLIAK, C.RAINER, Exact and possible viability for controlled diffusions, Statistics and Probability Letters, Volume 62, Issue 2, pp.155-161 (2003).
C. RAINER, Backward Stochastic Differential Equations with Azéma's Martingale, Stochastics and Stochastics Reports, Vol. 73, no.1-2., pp. 65-98 (2002).
R. BUCKDAHN, M. QUINCAMPOIX, C. RAINER, A. RASCANU, Viability of moving sets for stochastic differential equations, Advances in Differential Equations, Vol. 7, no. 9, pp. 1045--1072 (2002).
R. BUCKDAHN, S. PENG, M. QUINCAMPOIX, and C. RAINER, Existence of stochastic control under state constraints, in C.R.Acad.Sci. Série I, vol. 327, Paris, pp. 17-22 (1998).
C. RAINER and R. MAZUMDAR, A note on the conservation law for continuous reflected processes and its application to queues with fluid imputs, Queueing Systems, 28 (1998).
C. RAINER, Projection d'une diffusion réelle sur sa filtration lente, Séminaire de Probabilités nr. XXX, LN 1626, S. Verlag, ed. (1996).
J. AZEMA, C. RAINER, and M. YOR, Une propriété des martingales pures, Séminaire de Probabilités nr. XXX, LN 1626, S. Verlag, ed. (1996).
J. AZEMA and C. RAINER, Sur l'équation de structure d[X,X]t=dt-X+t-dXt, Séminaire de Probabilités nr. XXVIII, LN 1583, S. Verlag, ed. (1994).
Habilitation (pdf)
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Talks : (Erice)
dernière mise à jour le 18/2021