5 papers
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
Lijun Bo, Jingfei Wang, Xiaoli Wei +1
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues…
Mean Field Game of Controls with State Reflections: Existence and Limit Theory
Lijun Bo, Jingfei Wang, Xiang Yu
This paper studies mean field game (MFG) of controls by featuring the state-control joint distribution and the reflected state process at an exogenous stochastic reflection boundar…
Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
Lijun Bo, Jingfei Wang, Xiang Yu
This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed co…
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
Lijun Bo, Jingfei Wang, Xiaoli Wei +1
This paper studies mean-field control problems with state-control joint law dependence and Poissonian common noise. We develop the stochastic maximum principle (SMP) and establish…
Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
Lijun Bo, Jingfei Wang, Xiang Yu
This paper studies mean-field control with joint law dependence under dynamic expectation constraints and/or dynamic state-control-law constraints. We pioneer the establishment of…