322 citations · 657 across the 30 of their papers we have counts for
34 papers
Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
Rainer Buckdahn, Juan Li, Zhanxin Li
We study an optimal control problem of generalized mean-field dynamics with open-loop controls, where the coefficients depend not only on the state processes and controls, but also…
A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators
Rainer Buckdahn, Juan Li, Yanwei Li +1
Our paper is devoted to the study of Peng's stochastic maximum principle (SMP) for a stochastic control problem composed of a controlled forward stochastic differential equation (S…
Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle
Rainer Buckdahn, Juan Li, Junsong Li +1
In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…
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…
Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations
Rainer Buckdahn, Juan Li, Chuanzhi Xing
In this paper we investigate mean-field backward doubly stochastic differential equations (BDSDEs), i.e., BDSDEs whose driving coefficients also depend on the joint law of the solu…
A General Conditional McKean-Vlasov Stochastic Differential Equation
Rainer Buckdahn, Juan Li, Jin Ma
In this paper we consider a class of {\it conditional McKean-Vlasov SDEs} (CMVSDE for short). Such an SDE can be considered as an extended version of McKean-Vlasov SDEs with common…