Cover Image

The mean-field control problem for heterogeneous forward-backward systems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sojmark, Andreas, Zhang, Zeng
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Probability 49N80, 60H10, 60K35, 93E20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
by: Kharroubi, Idris, et al.
Published: (2025)

Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
by: de Feo, Filippo, et al.
Published: (2025)

A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)

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

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)

The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
by: Cecchin, Alekos, et al.
Published: (2024)

Mean-field control of non exchangeable systems
by: De Crescenzo, Anna, et al.
Published: (2024)

Model-free policy gradient for discrete-time mean-field control
by: Meunier, Matthieu, et al.
Published: (2026)

Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications
by: Dong, Huanqing, et al.
Published: (2025)

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

A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems
by: Reisinger, Christoph, et al.
Published: (2021)

Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
by: Si, Yu, et al.
Published: (2024)

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

A BSDE approach to the asymmetric risk-sensitive optimization and its applications
by: Hu, Mingshang, et al.
Published: (2023)

The perturbation method applied to a robust optimization problem with constraint
by: Luo, Peng, et al.
Published: (2024)

A class of stochastic control problems with state constraints
by: De Angelis, Tiziano, et al.
Published: (2026)

Mean field games of major-minor agents with recursive functionals
by: Huang, Jianhui, et al.
Published: (2024)

Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)

Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)

Mean-Field Games with two-sided singular controls for Lévy processes
by: Oliú, Facundo
Published: (2025)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)

Controlled Interacting Branching Diffusion Processes: A Viscosity Approach
by: Ocello, Antonio
Published: (2026)

The global well-posedness for master equations of mean field games of controls
by: Liu, Shuhui, 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)

Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025)

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

Maximum principle for stochastic optimal control problem under convex expectation
by: Li, Xiaojuan, et al.
Published: (2024)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
by: Li, Lin, et al.
Published: (2026)

MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
by: Zhang, Qiyue, et al.
Published: (2025)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
by: Li, Lin, et al.
Published: (2026)

A large multi-agent system with noise both in position and control
by: D'Onofrio, Giuseppe, et al.
Published: (2025)

A measure-valued HJB perspective on Bayesian optimal adaptive control
by: Cox, Alexander M. G., et al.
Published: (2025)

Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)

G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
by: He, Wei, et al.
Published: (2025)

Utility maximization in multivariate Volterra models
by: Aichinger, Florian, et al.
Published: (2021)

The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)

Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)

Controlled Interacting Branching Diffusion Processes: Relaxed Formulation in the Mean-Field Regime
by: Ocello, Antonio
Published: (2023)

Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control
by: Horst, Ulrich, et al.
Published: (2025)