Saved in:
| Main Authors: | Gaspard, Mallory E., Leonard, Naomi Ehrich |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.27972 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Long-Term Average Impulse Control with Mean Field Interactions
by: Helmes, K. L., et al.
Published: (2025)
by: Helmes, K. L., et al.
Published: (2025)
Mean Field Game of Mutual Holding with common noise
by: Bassou, Leila, et al.
Published: (2024)
by: Bassou, Leila, et al.
Published: (2024)
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026)
by: Helmes, K. L., et al.
Published: (2026)
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
An epidemic model on a network having two group structures with tunable overlap
by: Ball, Frank, et al.
Published: (2024)
by: Ball, Frank, et al.
Published: (2024)
An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows
by: Guo, Liya, et al.
Published: (2026)
by: Guo, Liya, et al.
Published: (2026)
The Maki-Thompson model with random awareness
by: Coletti, Cristian F., et al.
Published: (2025)
by: Coletti, Cristian F., et al.
Published: (2025)
Reinforced dynamics for interacting agents in competitive or cooperative environments
by: Aleandri, Michele, et al.
Published: (2025)
by: Aleandri, Michele, et al.
Published: (2025)
Common Noise by Random Measures: Constructing Mean-Field Equilibria for Competitive Investment and Hedging
by: Becherer, Dirk, et al.
Published: (2024)
by: Becherer, Dirk, et al.
Published: (2024)
Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes
by: Cohen, Asaf, et al.
Published: (2025)
by: Cohen, Asaf, et al.
Published: (2025)
Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Default Contagion, Matrix Approximation, and Control in Sparse Financial Networks
by: Zhang, Aoxin, et al.
Published: (2026)
by: Zhang, Aoxin, et al.
Published: (2026)
Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost
by: Federico, Salvatore, et al.
Published: (2023)
by: Federico, Salvatore, et al.
Published: (2023)
Metastable opinion dynamics with hidden preferences: an Ising model with neutral agents
by: Baldassarri, Simone, et al.
Published: (2026)
by: Baldassarri, Simone, et al.
Published: (2026)
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs
by: Moreno-Franco, Harold A., et al.
Published: (2024)
by: Moreno-Franco, Harold A., et al.
Published: (2024)
Optimality of refraction strategies for a constrained dividend problem
by: Junca, Mauricio, et al.
Published: (2018)
by: Junca, Mauricio, et al.
Published: (2018)
A new adaptive two-layer model for opinion spread in hypergraphs: parameter sensitivity and estimation
by: Backhausz, Ágnes, et al.
Published: (2025)
by: Backhausz, Ágnes, et al.
Published: (2025)
The consensus problem for opinion dynamics with local average random interactions
by: Michele, Gianfelice, et al.
Published: (2022)
by: Michele, Gianfelice, et al.
Published: (2022)
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)
by: Anita, Stefana-Lucia, et al.
Published: (2025)
Propagation of chaos and phase transition in a stochastic model for a social network
by: Löcherbach, Eva, et al.
Published: (2024)
by: Löcherbach, Eva, et al.
Published: (2024)
Networks of reinforced stochastic processes: a complete description of the first-order asymptotics
by: Aletti, Giacomo, et al.
Published: (2022)
by: Aletti, Giacomo, et al.
Published: (2022)
Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects
by: Ganguly, Ankan, et al.
Published: (2025)
by: Ganguly, Ankan, et al.
Published: (2025)
Nash equilibrium in a singular stochastic game between two renewable power producers with price impact
by: Pagliarani, Stefano, et al.
Published: (2024)
by: Pagliarani, Stefano, et al.
Published: (2024)
Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems
by: Mastrogiacomo, Elisa, et al.
Published: (2023)
by: Mastrogiacomo, Elisa, et al.
Published: (2023)
Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon
by: Liang, Xiaoqing, et al.
Published: (2025)
by: Liang, Xiaoqing, et al.
Published: (2025)
Pricing and hedging for a sticky diffusion
by: Anagnostakis, Alexis
Published: (2023)
by: Anagnostakis, Alexis
Published: (2023)
The effects of initial conditions on the accuracy of mean-field approximations of Markov processes on large random graphs
by: Dionigi, Pierfrancesco, et al.
Published: (2025)
by: Dionigi, Pierfrancesco, et al.
Published: (2025)
Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching
by: Zlotchevski, Andrei, et al.
Published: (2025)
by: Zlotchevski, Andrei, et al.
Published: (2025)
Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
by: Cheng, Guanwei
Published: (2026)
by: Cheng, Guanwei
Published: (2026)
Mean-field control of non exchangeable systems
by: De Crescenzo, Anna, et al.
Published: (2024)
by: De Crescenzo, Anna, et al.
Published: (2024)
A Control Theoretical Approach to Mean Field Games and Associated Master Equations
by: Bensoussan, Alain, et al.
Published: (2024)
by: Bensoussan, Alain, et al.
Published: (2024)
A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints
by: Fu, Guanxing, et al.
Published: (2024)
by: Fu, Guanxing, et al.
Published: (2024)
Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
by: Greco, Ernesto M., et al.
Published: (2026)
by: Greco, Ernesto M., et al.
Published: (2026)
Phase Transitions in Biased Opinion Dynamics with 2-choices Rule
by: Mukhopadhyay, Arpan
Published: (2022)
by: Mukhopadhyay, Arpan
Published: (2022)
Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)
by: Ciotir, Ioana, et al.
Published: (2025)
Pairwise Attraction-Repulsion on Multilayer Social Networks
by: Li, Hsin-Lun
Published: (2025)
by: Li, Hsin-Lun
Published: (2025)
Opinion models, data, and politics
by: Gsänger, Matthias, et al.
Published: (2024)
by: Gsänger, Matthias, et al.
Published: (2024)
Multi-level reflecting Brownian motion on the half line and its stationary distribution
by: Miyazawa, Masakiyo
Published: (2024)
by: Miyazawa, Masakiyo
Published: (2024)
Similar Items
-
Long-Term Average Impulse Control with Mean Field Interactions
by: Helmes, K. L., et al.
Published: (2025) -
Mean Field Game of Mutual Holding with common noise
by: Bassou, Leila, et al.
Published: (2024) -
Near Optimality of Discrete-Time Approximations for Controlled McKean-Vlasov Diffusions and Interacting Particle Systems
by: Pradhan, Somnath, et al.
Published: (2025) -
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026) -
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
by: Dianetti, Jodi, et al.
Published: (2024)