60 citations · 133 across the 19 of their papers we have counts for
4 papers · 2 filters
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…
Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan, S. Joe Qin
We propose an optimization formulation for the simultaneous estimation of a latent variable and the identification of a linear continuous-time dynamic system, given a single input-…
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…
A Theory of First Order Mean Field Type Control Problems and their Equations
Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam +1
In this article, by using several new crucial {\it a priori} estimates which are still absent in the literature, we provide a comprehensive resolution of the first order generic me…