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20152025
most citedA pseudo-Markov property for controlled diffusion processes

2 citations · 5 across the 6 of their papers we have counts for

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math.OC2025

Optimal Control of McKean--Vlasov Branching Diffusion Processes

Julien Claisse, Jiazhi Kang, Tianxu Lan +1

We study an optimal control problem of McKean--Vlasov branching diffusion processes, in which the interaction term is determined by the marginal measure induced by all alive partic…

math.OC2019★ 1 cited

Mean Field Games with Branching

Julien Claisse, Zhenjie Ren, Xiaolu Tan

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical set…