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math.OC2026
Neural feedback approximation for stochastic control with degenerate diffusions: error estimates and numerical analysis
Olivier Bokanowski, Jean-François Chassagneux, Marco Scaratti +1
We study finite-horizon stochastic optimal control problems and approximate the resulting time-discrete formulation by a direct policy-learning problem over neural-network feedback…
math.OC2026
Numerical Approximation for Path-Dependent McKean-Vlasov Control with Non-Asymptotic Error Estimates
Olivier Bokanowski, Jean-Francois Chassagneux, Xinyu Li +1
Path-dependent McKean--Vlasov (MKV) control models large interacting populations with history-dependent dynamics and costs. This paper develops a unified approximation-and-learning…