1 citations · 1 across the 7 of their papers we have counts for
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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…
Robust mean field control: an application to optimal execution under composite uncertainty
Huafu Liao, Shuhui Liu, Chenchen Mou +1
We provide a framework for robust mean field control problems that describe multi-dimensional optimal liquidation problems under uncertainty from both the underlying stochastic pro…
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size
Huafu Liao, Alpár R. Mészáros, Chenchen Mou +1
This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural S…
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…