Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk

Fuente: arXiv
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Main Authors: de Crescenzo, Anna, de Feo, Filippo, Pham, Huyên
Format: Preprint
Published: 2025
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author de Crescenzo, Anna
de Feo, Filippo
Pham, Huyên
author_facet de Crescenzo, Anna
de Feo, Filippo
Pham, Huyên
contents We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new infinite-dimensional system of Riccati equations, for which we establish existence and uniqueness. To illustrate our results, we apply this framework to a systemic risk model involving heterogeneous banks, demonstrating the impact of agent heterogeneity on optimal risk mitigation strategies.
format Preprint
id arxiv_https___arxiv_org_abs_2503_03318
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
de Crescenzo, Anna
de Feo, Filippo
Pham, Huyên
Optimization and Control
Probability
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new infinite-dimensional system of Riccati equations, for which we establish existence and uniqueness. To illustrate our results, we apply this framework to a systemic risk model involving heterogeneous banks, demonstrating the impact of agent heterogeneity on optimal risk mitigation strategies.
title Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
topic Optimization and Control
Probability
url https://arxiv.org/abs/2503.03318