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math.OC2025
A Relaxed Control Problem With Cost and Jump Dynamics Motivated by Cyber Risks Insurance
Dan Goreac, Juan Li, Pangbo Wang
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we…
math.OC2025
Controllability concepts for mean-field dynamics with reduced-rank coefficients
Dan Goreac, Juan Li, Xinru Zhang
In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is tha…