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math.OC2021
Mean field control and finite dimensional approximation for regime-switching jump diffusions
Erhan Bayraktar, Alekos Cecchin, Prakash Chakraborty
We consider a jump-diffusion mean field control problem with regime switching in the state dynamics. The corresponding value function is characterized as the unique viscosity solut…
math.OC2021
Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games
Erhan Bayraktar, Xin Zhang
In this paper, we show existence and uniqueness of solutions of the infinite horizon McKean-Vlasov FBSDEs using two different methods, which lead to two different sets of assumptio…