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20242026
most citedUnified continuous-time q-learning for mean-field game and mean-field control problems

1 citations · 1 across the 5 of their papers we have counts for

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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…