1 citations · 1 across the 5 of their papers we have counts for
Showing 2024 · math.OCShow all
2 papers · 2 filters
math.OC2024
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
Lijun Bo, Jingfei Wang, Xiaoli Wei +1
This paper studies mean-field control problems with state-control joint law dependence and Poissonian common noise. We develop the stochastic maximum principle (SMP) and establish…
math.OC2024★ 1 cited
Unified continuous-time q-learning for mean-field game and mean-field control problems
Xiaoli Wei, Xiang Yu, Fengyi Yuan
This paper studies the continuous-time q-learning in mean-field jump-diffusion models in a setting where the environment simulator does not provide direct access to the population…