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math.OC2025★ 1 cited
Ergodic control of McKean-Vlasov systems on the Wasserstein space
Marco Fuhrman, Silvia Rudà
We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation…
math.OC2025
The randomization method in stochastic optimal control
Marco Fuhrman
In this paper we make a survey on the so called randomization method, a recent methodology to study stochastic optimization problems. It allows to represent the value function of a…