Copertina

Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bo, Lijun, Wang, Jingfei, Wei, Xiaoli, Yu, Xiang
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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

Mean Field Game of Controls with State Reflections: Existence and Limit Theory
di: Bo, Lijun, et al.
Pubblicazione: (2025)

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

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

Finite State Mean Field Games with Common Shocks
di: Neumann, Berenice Anne, et al.
Pubblicazione: (2024)

Pathwise Relaxed Optimal Control of Rough Differential Equations
di: Chakraborty, Prakash, et al.
Pubblicazione: (2024)

Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
di: Ferrari, Giorgio, et al.
Pubblicazione: (2025)

Deciding Bank Interest Rates -- A Major-Minor Impulse Control Mean-Field Game Perspective
di: Chen, Fan, et al.
Pubblicazione: (2024)

Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
di: Ren, Xin Yue, et al.
Pubblicazione: (2024)

A Probabilistic Approach to Discounted Infinite Horizon and Invariant Mean Field Games
di: Carmona, René, et al.
Pubblicazione: (2024)

Mean Field Type Control Problems Driven by Jump-diffusions
di: Bensoussan, Alain, et al.
Pubblicazione: (2025)

Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
di: Cohen, Asaf, et al.
Pubblicazione: (2024)

Mean Field Games with Reflected Dynamics
di: Jarni, Imane, et al.
Pubblicazione: (2025)

A Mean Field Game for Capacity Expansion Modeling
di: Hubert, Emma, et al.
Pubblicazione: (2025)

Pasting of Equilibria and Donsker-type Results for Mean Field Games
di: Dianetti, Jodi, et al.
Pubblicazione: (2024)

Convergence of Actor-Critic Learning for Mean Field Games and Mean Field Control in Continuous Spaces
di: Fouque, Jean-Pierre, et al.
Pubblicazione: (2025)

On Discounted Infinite-Time Mean Field Games
di: Song, Yongsheng, et al.
Pubblicazione: (2025)

$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
di: Wang, Mingrui, et al.
Pubblicazione: (2025)

The Mean-Field Limit of Online Stochastic Vector Balancing
di: Fiedler, Christian, et al.
Pubblicazione: (2026)

Mean-Field Games with common Poissonian noise: a Maximum Principle approach
di: Hernández-Hernández, Daniel, et al.
Pubblicazione: (2024)

The Variational Approach in Filtering and Correlated Noise
di: Srinivasan, Sharan, et al.
Pubblicazione: (2026)

Infinite-Time Mean Field FBSDEs and the Associated Elliptic Master Equations
di: Song, Yongsheng, et al.
Pubblicazione: (2025)

Second Order Fully Nonlinear Mean Field Games with Degenerate Diffusions
di: Bensoussan, Alain, et al.
Pubblicazione: (2025)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
di: Liu, Jiusheng, et al.
Pubblicazione: (2026)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
di: Guatteri, Giuseppina, et al.
Pubblicazione: (2025)

Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
di: Święch, Andrzej, et al.
Pubblicazione: (2026)

Mean-Field Games with Constraints
di: Hu, Anran, et al.
Pubblicazione: (2025)

Dynamic Data Pricing: A Mean Field Stackelberg Game Approach
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Mean Field Game of Optimal Tracking Portfolio
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
di: Mekkaoui, Samy, et al.
Pubblicazione: (2026)

Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
di: Yu, Xiang, et al.
Pubblicazione: (2023)

Mean-field optimal control with stochastic leaders
di: Zimper, Sebastian, et al.
Pubblicazione: (2025)

On Time-Inconsistency in Mean Field Games
di: Bayraktar, Erhan, et al.
Pubblicazione: (2023)

Genericity of Polyak-Lojasiewicz Inequalities for Entropic Mean-Field Neural ODEs
di: Daudin, Samuel, et al.
Pubblicazione: (2025)

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

Enhancing Exploration in Global Optimization by Noise Injection in the Probability Measures Space
di: Serré, Gaëtan, et al.
Pubblicazione: (2026)

Almost Sure Convergence of Stochastic Approximation: An Interplay of Noise and Step Size
di: Nguyen, Quang Dinh Thien, et al.
Pubblicazione: (2026)

Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
di: Chang, Yuanyuan, et al.
Pubblicazione: (2023)

Linear-Quadratic Graphon Mean Field Games with Common Noise
di: Xu, De-xuan, et al.
Pubblicazione: (2024)

Optimizing Mean Field Spin Glasses with External Field
di: Sellke, Mark
Pubblicazione: (2021)