Cover Image

Time-inconsistent mean-field stopping problems: A regularized equilibrium approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yu, Xiang, Yuan, Fengyi
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Binomial-tree approximation for time-inconsistent stopping
by: Bayraktar, Erhan, et al.
Published: (2024)

Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates
by: Bodnariu, Andi, et al.
Published: (2025)

The non-linear multiple stopping problem: between the discrete and the continuous time
by: Grigorova, Miryana, et al.
Published: (2025)

Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
by: Mastrogiacomo, Elisa, et al.
Published: (2021)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
by: Bo, Lijun, et al.
Published: (2024)

Propagation of chaos for mean field Schrödinger problems
by: Hernández, Camilo, et al.
Published: (2023)

A randomisation method for mean-field control problems with common noise
by: Denkert, Robert, et al.
Published: (2024)

A non-exchangeable mean field control problem with controlled interactions
by: Djete, Mao Fabrice
Published: (2025)

Mean-field games of optimal stopping: master equation and weak equilibria
by: Possamaï, Dylan, et al.
Published: (2023)

On time-inconsistent extended mean-field control problems with common noise
by: Liang, Zongxia, et al.
Published: (2024)

Equilibria for Time-inconsistent Singular Control Problems
by: Liang, Zongxia, et al.
Published: (2023)

Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
by: Bo, Lijun, et al.
Published: (2025)

Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
by: Bo, Lijun, et al.
Published: (2024)

Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
by: Possamaï, Dylan, et al.
Published: (2025)

Unified continuous-time q-learning for mean-field game and mean-field control problems
by: Wei, Xiaoli, et al.
Published: (2024)

Entropic mean-field min-max problems via Best Response flow
by: Lascu, Razvan-Andrei, et al.
Published: (2023)

Limit theory for mean-field control problems with common noise adapted controls
by: Bouchard, Bruno, et al.
Published: (2025)

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

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
by: Buckdahn, Rainer, et al.
Published: (2024)

Mirror Descent-Ascent for mean-field min-max problems
by: Lascu, Razvan-Andrei, et al.
Published: (2024)

A mean field Jacobi process for modeling sustainable tourism
by: Yoshioka, Hidekazu
Published: (2024)

On the mean field limit of consensus based methods
by: Koß, Marvin, et al.
Published: (2024)

A stochastic maximum principle of mean-field type with monotonicity conditions
by: He, Bowen, et al.
Published: (2025)

An optimal advertising model with carryover effect and mean field terms
by: Gozzi, Fausto, et al.
Published: (2024)

Stochastic maximum principle for weighted mean-field system with jump
by: Tang, Yanyan, et al.
Published: (2024)

Controllability concepts for mean-field dynamics with reduced-rank coefficients
by: Goreac, Dan, et al.
Published: (2025)

Robust mean-field games under entropy-based uncertainty
by: Delarue, François, et al.
Published: (2026)

Risk-averse mean field games: exploitability and non-asymptotic analysis
by: Cheng, Ziteng, et al.
Published: (2023)

Non--exchangeable mean field games with moderate interactions and common noise
by: Djete, Mao Fabrice
Published: (2026)

Continuous-time mean field games: a primal-dual characterization
by: Guo, Xin, et al.
Published: (2025)

Markov-Nash equilibria in mean-field games under model uncertainty
by: Langner, Johannes, et al.
Published: (2024)

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

An entropy penalized approach for stochastic control problems. Complete version
by: Bourdais, Thibaut, et al.
Published: (2023)

Coarse correlated equilibria for continuous time mean field games in open loop strategies
by: Campi, Luciano, et al.
Published: (2023)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
by: Asadzade, Javad A., et al.
Published: (2024)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
by: de Crescenzo, Anna, et al.
Published: (2025)

Normalizing flow regularization for photoacoustic tomography
by: Wang, Chao, et al.
Published: (2024)

Non-exchangeable evolutionary and mean field games and their applications
by: Yoshioka, H., et al.
Published: (2025)

Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
by: Bo, Lijun, et al.
Published: (2025)

Entropic regularization of Monge's problem
by: Nutz, Marcel, et al.
Published: (2026)