Juan Li

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20232025

most citedOptimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

1 citations · 1 across the 4 of their papers we have counts for

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math.OC2024★ 1 cited

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

Rainer Buckdahn, Juan Li, Zhanxin Li

We study an optimal control problem of generalized mean-field dynamics with open-loop controls, where the coefficients depend not only on the state processes and controls, but also…

math.PR2024

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution $(Y, Z)$

Juan Li, Zhanxin Li, Chuanzhi Xing

For general mean-field backward stochastic differential equations (BSDEs) it is well-known that we usually do not have the comparison theorem if the coefficients depend on the law…

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y,Z)

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution $(Y, Z)$