Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
Published in , 2026
Recommended citation: https://arxiv.org/abs/2603.00009
Publications
Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
Published in , 2025
Recommended citation: https://arxiv.org/abs/2511.18636
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Published in , 2025
Recommended citation: https://arxiv.org/abs/2506.05595