2 citations · 2 across the 5 of their papers we have counts for
6 papers
Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems
Samy Mekkaoui, Huyên Pham, Xavier Warin
We study the approximation of operators acting on probability measures on a product space with prescribed marginal. Let be a label space endowed with a reference measure , a…
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
Samy Mekkaoui, Huyên Pham
We study infinite-horizon Markov Decision Processes (MDPs) with a continuum of heterogeneous agents interacting through a common noise, without assuming exchangeability. We introdu…
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Idris Kharroubi, Samy Mekkaoui, Huyên Pham
We study the Pontryagin maximum principle by deriving necessary and sufficient conditions for a class of optimal control problems arising in non exchangeable mean field systems, wh…
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
Anna de Crescenzo, Filippo de Feo, Huyên Pham
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly c…
Mean-field control of non exchangeable systems
Anna De Crescenzo, Marco Fuhrman, Idris Kharroubi +1
We study the optimal control of mean-field systems with heterogeneous and asymmetric interactions. This leads to considering a family of controlled Brownian diffusion processes wit…
Nonlinear Graphon mean-field systems
Fabio Coppini, Anna De Crescenzo, Huyen Pham
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to in…