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researcher

Andreas Søjmark

23 papers hereh-index 7284 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • last author19

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.MF3
  • math.AP1
  • math.OC1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedUniqueness for contagious McKean--Vlasov systems in the weak feedback regime

19 citations · 52 across the 21 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2026

The mean-field control problem for heterogeneous forward-backward systems

Andreas Sojmark, Zeng Zhang

We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous me…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.