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.PR2026
The global well-posedness for master equations of mean field games of controls
Shuhui Liu, Xintian Liu, Chenchen Mou +1
In this manuscript, we establish the global well-posedness for master equations of mean field games of controls, where the interaction is through the joint law of the state and con…