Image de couverture de livre

Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Hua, Tianjiao, Luo, Peng
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Conditional McKean-Vlasov control
par: Carmona, René, et autres
Publié: (2025)

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

Optimal Control of McKean--Vlasov Branching Diffusion Processes
par: Claisse, Julien, et autres
Publié: (2025)

Well-posedness of McKean-Vlasov generalized multivalued BSDEs
par: Liu, Qi, et autres
Publié: (2025)

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

Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
par: Sauldubois, Nathan, et autres
Publié: (2026)

Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
par: Chaintron, Louis-Pierre, et autres
Publié: (2024)

Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
par: Fuhrman, Marco, et autres
Publié: (2026)

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
par: Ning, Ning, et autres
Publié: (2024)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
par: Hinds, P. D., et autres
Publié: (2024)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
par: Criens, David, et autres
Publié: (2023)

Deep Signature Approach for McKean-Vlasov FBSDEs in a Random Environment
par: Hu, Ruimeng, et autres
Publié: (2025)

Path integral control under McKean-Vlasov dynamics
par: Bennett, Timothy
Publié: (2024)

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

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

One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
par: Ning, Ning, et autres
Publié: (2023)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
par: Al-Hussein, AbdulRahman, et autres
Publié: (2024)

Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
par: Chen, Liangying, et autres
Publié: (2026)

Infinite Horizon Linear Quadratic Mean Field Problems with Common Noise and Regime Switching via Conditional McKean-Vlasov FBSDEs
par: Wei, Qingmeng, et autres
Publié: (2025)

Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
par: Song, Yongsheng, et autres
Publié: (2025)

Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
par: Pham, Huyên, et autres
Publié: (2022)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
par: Agarwal, A., et autres
Publié: (2024)

A robust stochastic control problem with applications to monotone mean-variance problems
par: Chen, Yuyang, et autres
Publié: (2024)

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

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

Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
par: Spille, Johan Benedikt, et autres
Publié: (2025)

Limit theory for mean-field control problems with common noise adapted controls
par: Bouchard, Bruno, et autres
Publié: (2025)

Extended mean field games with terminal constraint via decoupling fields
par: Hua, Tianjiao, et autres
Publié: (2025)

A randomisation method for mean-field control problems with common noise
par: Denkert, Robert, et autres
Publié: (2024)

Ergodic control of McKean-Vlasov systems on the Wasserstein space
par: Fuhrman, Marco, et autres
Publié: (2025)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
par: Hambly, Ben, et autres
Publié: (2023)

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

A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
par: Hounkpe, Onésime, et autres
Publié: (2026)

Propagation of chaos for mean field Schrödinger problems
par: Hernández, Camilo, et autres
Publié: (2023)

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
par: Buckdahn, Rainer, et autres
Publié: (2024)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
par: de Crescenzo, Anna, et autres
Publié: (2025)

Optimal Control of McKean-Vlasov equations with controlled stochasticity
par: Di Persio, Luca, et autres
Publié: (2023)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
par: Bo, Lijun, et autres
Publié: (2024)

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

Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
par: Boustany, Samer El, et autres
Publié: (2026)