Image de couverture de livre

Infinite Horizon Linear Quadratic Mean Field Problems with Common Noise and Regime Switching via Conditional McKean-Vlasov FBSDEs

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Wei, Qingmeng, Xu, Yaqi
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Infinite Horizon Mean-Field Linear-Quadratic Optimal Control Problems with Switching and Indefinite-Weighted Costs
par: Mei, Hongwei, et autres
Publié: (2025)

Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems
par: Hua, Tianjiao, et autres
Publié: (2024)

Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
par: Mei, Hongwei, et autres
Publié: (2025)

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

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

Turnpike Property of Mean-Field Linear-Quadratic Optimal Control Problems in Infinite-Horizon with Regime Switching
par: Mei, Hongwei, et autres
Publié: (2025)

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

Ergodic McKean-Vlasov Games: Verification Theorems and Linear-Quadratic Applications
par: Song, Qingshuo, et autres
Publié: (2025)

A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
par: Wei, Qingmeng, et autres
Publié: (2025)

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)

Linear-Quadratic Graphon Mean Field Games with Common Noise
par: Xu, De-xuan, et autres
Publié: (2024)

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

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

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

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

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

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

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

Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise
par: Antunes, Felipe J. P., et autres
Publié: (2025)

Optimality of Symmetric Independent Policies under Decentralized Mean-Field Information Sharing for Stochastic Teams and Equivalence with McKean-Vlasov Control of a Representative Agent
par: Sanjari, Sina, et autres
Publié: (2024)

Mean-Field Systems with Heterogeneous Subteams: Optimality of Cluster-Symmetric Independent Policies and Equivalence with Decentralized McKean-Vlasov Control of Cluster-Representative Agents
par: Braun, Connor S., et autres
Publié: (2026)

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

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

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

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

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

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

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

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

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

Convergence of Policy Gradient for Stochastic Linear-Quadratic Control Problem in Infinite Horizon
par: Zhang, Xinpei, et autres
Publié: (2024)

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

Approximation of Discrete-Time Infinite-Horizon Mean-Field Equilibria via Finite-Horizon Mean-Field Equilibria
par: Aydın, Uğur, 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)

A Separation Principle for Conditional Mean-Field Type Linear Quadratic Optimal Control Problem
par: Guo, Zhongbin, et autres
Publié: (2025)

Linearization-Based Feedback Stabilization of McKean-Vlasov PDEs
par: Kalise, Dante, et autres
Publié: (2025)

Optimal Feedback Control in Social Networks in a McKean-Vlasov-Friedkin-Johnsen System
par: Pramanik, Paramahansa
Publié: (2025)

Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
par: Cheng, Xinman, et autres
Publié: (2026)

Semidefinite Programming Duality in Infinite-Horizon Linear Quadratic Differential Games
par: Watanabe, Yuto, et autres
Publié: (2025)