Stochastic Maximum Principle for McKean-Vlasov Control with Discrete Path Dependence
Published in , 2026
Recommended citation: https://arxiv.org/pdf/2609.04588
Publications
Deep-MKV-TS: Path-Dependent McKean–Vlasov Control for Financial Time Series Generation
Published in , 2026
Recommended citation: https://arxiv.org/pdf/2608.19394
Policy Gradient Learning for Distributionally Robust Markov Decision Processes under Wasserstein Ambiguity
Published in , 2026
Recommended citation: https://arxiv.org/abs/2606.27610v1
Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
Published in , 2026
Recommended citation: https://arxiv.org/abs/2605.08928
Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems
Published in , 2026
Recommended citation: https://arxiv.org/pdf/2603.21683
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
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