1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2025
A stochastic maximum principle of mean-field type with monotonicity conditions
Bowen He, Juan Li, Zhanxin Li
The objective of this paper is to weaken the Lipschitz condition to a monotonicity condition and to study the corresponding Pontryagin stochastic maximum principle (SMP) for a mean…
math.OC2022★ 1 cited
Mean field stochastic control under sublinear expectation
Rainer Buckdahn, Bowen He, Juan Li
Our work is devoted to the study of Pontryagin's stochastic maximum principle for a mean-field optimal control problem under Peng's -expectation. The dynamics of the controlled…