32 citations · 43 across the 9 of their papers we have counts for
9 papers
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
We study the well-posedness of a system of forward-backward stochastic differential equations (FBSDEs) corresponding to a degenerate mean field type control problem, when the diffu…
Linear Quadratic Extended Mean Field Games and Control Problems
Alain Bensoussan, Bohan Li, Sheung Chi Phillip Yam
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unb…
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using o…
Reproducing kernel approach to linear quadratic mean field control problems
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan
Mean-field control problems have received continuous interest over the last decade. Despite being more intricate than in classical optimal control, the linear-quadratic setting can…
Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations
Alain Bensoussan, Ho Man Tai, Sheung Chi Phillip Yam
In this article, we provide an original systematic global-in-time analysis of mean field type control problems on with generic cost functionals by the modified appro…
The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan
It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by…