2 papers
math.OC2024
Linear-Quadratic Mean Field Control with Non-Convex Data
Mengzhen Li, Chenchen Mou, Zhen Wu +1
In this manuscript, we study a class of linear-quadratic (LQ) mean field control problems with a common noise and their corresponding -particle systems. The mean field control p…
math.OC2024
Stochastic Singular Linear Systems and Related Linear-Quadratic Optimal Control Problems under Finite and Infinite Horizons
Mengzhen Li, Tianyang Nie, Zhen Wu
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular…