Technology Applications (United States)

output

20122025

most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations

researchers with a paper here

Stéphanie Leplaideur2 profiles2 · h 2
Youwan Mahé2 profiles2 · h 2
A. Sulem1 · h 32
B. Øksendal1 · h 51
F. Leray1 · h 1
Florent Leray1
Francesca Galassi1 · h 3
G. Muntingh1 · h 10
Yann Kerverdo1 · h 0
Yaozhong Hu1 · h 40

collaborating institutions

Applications Research (United States)US1 paper
Centre Hospitalier Universitaire de RennesFR1 paper
Clinique Mutualiste de l'EstuaireFR1 paper
EmpennFR1 paper
Informatique Electromagnetisme Electronique Analyse Numerique (France)FR1 paper
Institut de Recherche en Informatique et Systèmes AléatoiresFR1 paper
Laboratoire d'Informatique et d'Automatique pour les SystèmesFR1 paper
MALT: Apprentissage Automatique avec Contraintes TemporellesFR1 paper
Research Applications (United States)US1 paper
Siemens (France)FR1 paper
Siemens Healthcare (United States)US1 paper
System Science Applications (United States)US1 paper

Showing 2014Show all

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math.OC2014★ 14 cited

Singular mean-field control games with applications to optimal harvesting and investment problems

Yaozhong Hu, Bernt Øksendal, Agnès Sulem

This paper studies singular mean field control problems and singular mean field stochastic differential games. Both sufficient and necessary conditions for the optimal controls and…