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20232026
most citedDecoding Mean Field Games from Population and Environment Observations By Gaussian Processes

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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.OC2026

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…