Cover Image

Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mekkaoui, Samy, Pham, Huyên
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems
by: Mekkaoui, Samy, et al.
Published: (2026)

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 randomisation method for mean-field control problems with common noise
by: Denkert, Robert, et al.
Published: (2024)

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

Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
by: Fuhrman, Marco, et al.
Published: (2026)

Non--exchangeable mean field games with moderate interactions and common noise
by: Djete, Mao Fabrice
Published: (2026)

Reoptimization Nearly Solves Weakly Coupled Markov Decision Processes
by: Gast, Nicolas, et al.
Published: (2022)

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
by: Ning, Ning, et al.
Published: (2024)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
by: de Crescenzo, Anna, et al.
Published: (2025)

On Pioneering Works of Albert Shiryaev on Markov Decision Processes and Some Later Developments
by: Feinberg, Eugene A.
Published: (2025)

Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems
by: Neufeld, Ariel, et al.
Published: (2023)

Markov Decision Processing Networks
by: Bhambay, Sanidhay, et al.
Published: (2025)

Beyond Average Return in Markov Decision Processes
by: Marthe, Alexandre, et al.
Published: (2023)

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
by: Buckdahn, Rainer, et al.
Published: (2024)

Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
by: Boustany, Samer El, et al.
Published: (2026)

Yet Another Distributional Bellman Equation
by: Bäuerle, Nicole, et al.
Published: (2025)

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
by: O'Reilly, Malgorzata M., et al.
Published: (2024)

An Online Multiobjective Policy Gradient for Long-run Average-reward Markov Decision Process
by: Misra, Rahul, et al.
Published: (2025)

Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
by: Henry-Labordere, Pierre, et al.
Published: (2026)

Limit theory for mean-field control problems with common noise adapted controls
by: Bouchard, Bruno, et al.
Published: (2025)

Sharp propagation of chaos for mean field Langevin dynamics, control, and games
by: Arnese, Manuel, et al.
Published: (2026)

Mean Field Markov Decision Processes
by: Bäuerle, Nicole
Published: (2021)

Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)

A PDE Derivation of the Schrödinger--Bass Bridge
by: Alouadi, Alexandre, et al.
Published: (2026)

On propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization
by: Lazić, Petra, et al.
Published: (2026)

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

Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
by: Cecchin, Alekos, et al.
Published: (2024)

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures
by: Bertucci, Charles
Published: (2023)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
by: Criens, David, et al.
Published: (2023)

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

Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
by: Daudin, Samuel, et al.
Published: (2025)

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

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

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

Robust mean-field control under common noise uncertainty
by: Laurière, Mathieu, et al.
Published: (2025)

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

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

Optimal Risk-Sensitive Scheduling Policies for Remote Estimation of Autoregressive Markov Processes
by: Dutta, Manali, et al.
Published: (2024)

Propagation of chaos for mean field Schrödinger problems
by: Hernández, Camilo, et al.
Published: (2023)