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20222026
most citedDegenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations

2 citations · 2 across the 8 of their papers we have counts for

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math.PR2025

Mean Field Type Control Problems Driven by Jump-diffusions

Alain Bensoussan, Ziyu Huang, Shanjian Tang +1

In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We all…

math.PR2023★ 2 cited

Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations

Alain Bensoussan, Ziyu Huang, Shanjian Tang +1

We study the well-posedness of a system of forward-backward stochastic differential equations (FBSDEs) corresponding to a degenerate mean field type control problem, when the diffu…