2 papers
math.OC2026
Robust mean field control: an application to optimal execution under composite uncertainty
Huafu Liao, Shuhui Liu, Chenchen Mou +1
We provide a framework for robust mean field control problems that describe multi-dimensional optimal liquidation problems under uncertainty from both the underlying stochastic pro…
math.OC2024
A particle system approach towards the global well-posedness of master equations for potential mean field games of control
Huafu Liao, Chenchen Mou
This paper studies the -particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean fi…