Cover Image

One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ning, Ning, Wu, Jing, Zheng, Jinwei
Format:	Preprint
Published:	2023
Subjects:	Probability Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
by: Ning, Ning, et al.
Published: (2024)

Well-posedness of McKean-Vlasov generalized multivalued BSDEs
by: Liu, Qi, et al.
Published: (2025)

Conditional McKean-Vlasov control
by: Carmona, René, et al.
Published: (2025)

Optimal Control of McKean--Vlasov Branching Diffusion Processes
by: Claisse, Julien, et al.
Published: (2025)

Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
by: Sauldubois, Nathan, et al.
Published: (2026)

A limit theory for controlled McKean-Vlasov SPDEs
by: Criens, David
Published: (2023)

Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems
by: Hua, Tianjiao, et al.
Published: (2024)

Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
by: Chaintron, Louis-Pierre, et al.
Published: (2024)

Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
by: Fuhrman, Marco, et al.
Published: (2026)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
by: Criens, David, et al.
Published: (2023)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
by: Hinds, P. D., et al.
Published: (2024)

Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)

Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
by: Chen, Liangying, et al.
Published: (2026)

Function approximation by neural nets in the mean-field regime: Entropic regularization and controlled McKean-Vlasov dynamics
by: Tzen, Belinda, et al.
Published: (2020)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
by: Agarwal, A., et al.
Published: (2024)

Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
by: Rudà, Silvia
Published: (2025)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)

A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
by: Hounkpe, Onésime, et al.
Published: (2026)

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
by: Spille, Johan Benedikt, et al.
Published: (2025)

McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
by: Hong, Wei, et al.
Published: (2022)

Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach
by: Zhang, Liangquan
Published: (2023)

McKean-Vlasov stochastic equations with Hölder coefficients
by: Pascucci, Andrea, et al.
Published: (2024)

Reflections on BSDEs
by: Possamaï, Dylan, et al.
Published: (2023)

Deep Signature Approach for McKean-Vlasov FBSDEs in a Random Environment
by: Hu, Ruimeng, et al.
Published: (2025)

Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs
by: Papapantoleon, Antonis, et al.
Published: (2024)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
by: Hambly, Ben, et al.
Published: (2023)

McKean-Vlasov SDEs with Singular Coefficients and Distribution Dependent Noise: Well-posedness and Regularity
by: Huang, Xing
Published: (2023)

A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)

Sensitivity Analysis of Distributionally Robust BSDEs and RBSDEs
by: Compoint, Arthur, et al.
Published: (2025)

Infinite Horizon Linear Quadratic Mean Field Problems with Common Noise and Regime Switching via Conditional McKean-Vlasov FBSDEs
by: Wei, Qingmeng, et al.
Published: (2025)

Quantitative Contraction Rates for McKean-Vlasov Stochastic Differential Equations with Multiplicative Noise
by: Noelck, Dan
Published: (2024)

The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
by: Wu, Hao, et al.
Published: (2025)

Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions
by: Huang, Xing, et al.
Published: (2025)

Law-invariant BSDEs and dynamic risk measures: new characterizations
by: Bensaid, Zakaria, et al.
Published: (2026)

An alternative approach to well-posedness of McKean-Vlasov equations arising in Consensus-Based Optimization
by: Baldi, Alessandro
Published: (2025)

Time discretization of BSDEs with singular terminal condition using asymptotic expansion
by: Kruse, Thomas, et al.
Published: (2026)

Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
by: Boustany, Samer El, et al.
Published: (2026)

Ergodic control of McKean-Vlasov systems on the Wasserstein space
by: Fuhrman, Marco, et al.
Published: (2025)

Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
by: Pham, Huyên, et al.
Published: (2022)