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20192026
most citedLarge population games with interactions through controls and common noise: convergence results and equivalence between -- and -- controls

15 citations · 27 across the 14 of their papers we have counts for

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math.OC2019★ 2 cited

McKean-Vlasov optimal control: the dynamic programming principle

Mao Fabrice Djete, Dylan Possamaï, Xiaolu Tan

We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian for…