Cover Image

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ning, Ning, Wu, Jing
Format:	Preprint
Published:	2024
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 of McKean-Vlasov generalized multivalued BSDEs
by: Liu, Qi, et al.
Published: (2025)

One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
by: Ning, Ning, et al.
Published: (2023)

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)

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)

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

Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients
by: Wang, Zhen, 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)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
by: Liu, Zhuoqi, et al.
Published: (2026)

Well-posedness and propagation of chaos for L{é}vy-driven McKean-Vlasov SDEs under Lipschitz assumptions
by: Cavallazzi, Thomas
Published: (2023)

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

Regularity and propagation of chaos for conditional McKean-Vlasov equations
by: Arnese, Manuel
Published: (2025)

Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations
by: Ma, Ying, et al.
Published: (2025)

Well-posedness of kinetic McKean-Vlasov equations
by: Pascucci, Andrea, et al.
Published: (2025)

Well-posedness of McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung, et al.
Published: (2024)

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

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

Quantitative weak propagation of chaos for stable-driven McKean-Vlasov SDEs
by: Cavallazzi, Thomas
Published: (2022)

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

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient
by: Grass, Jules, et al.
Published: (2024)

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

Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
by: Liu, Yao, et al.
Published: (2024)

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

Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
by: Cao, Wenjing, et al.
Published: (2026)

Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023)

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

A description based on optimal transport for a class of stochastic McKean-Vlasov control problems
by: De Vecchi, Francesco C., et al.
Published: (2024)

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

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

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

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)

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