|Stochastic Differential Games, Partial Differential Equations, Backward SDEs, Optimal Stopping Games, Information Asymmetry|
|2013-||Assistant Professor Toulouse University 1 - Toulouse School of Economics|
|2012-13|| Post-Doctoral Researcher, Hausdorff Center for Mathematics, Bonn |
|2009-12||Ph.D. in Mathematics, University Bretagne Occidentale Brest, France|
- A BSDE approach to stochastic differential games with incomplete information, Stochastic Processes and their Applications, vol. 122, no. 4, pp. 1917 - 1946, (2012).
- A probabilistic numerical scheme for an obstacle problem arising in game theory, Applied Mathematics & Optimization (2012), Volume 66, Issue 3, pp 363-385.
- On Dynkin games with incomplete information, SIAM J. Control and Optimization, vol. 51, n°5, 2013, p. 4039-4065.
- with A. Bensoussan and J. Frehse: Stochastic differential games with a varying number of players, Comm. on Pure and Applied Analysis (CPAA), 2014; 13(5):1719-1736.
- with A. Bensoussan and J. Frehse: On a system of PDEs associated to a game with a varying number of players, Comm. Math. Sci., 13(3):623-639, 2015
Work in Progress
- with F. Gensbittel: Zero-sum stopping games with asymmetric information, (2015).
Toulouse School of Economics
Université Toulouse 1 - Capitole
21 Allée de Brienne
F - 31015 Toulouse cedex 6
email: christine.gruen (at) tse-fr.eu