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math.OC2026
Master Equations for Mean Field Game of Controls: A Unification of Weak Solution Notions
Mengzhen Li, Xintian Liu, Chenchen Mou +1
In this manuscript, we study the master equation for mean field game of controls, assuming only that the data are Lipschitz continuous in the measure variable. Accordingly, we prop…
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…
math.OC2023
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…