3 papers
math.OC2026
Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
Marco Fuhrman, Huyên Pham, Silvia Ruda
We study a class of mean-field control problems under partial observation. The controlled dynamics are of McKean-Vlasov type and are subject to regime switching driven by a hidden…
math.OC2025
Ergodic control of McKean-Vlasov systems on the Wasserstein space
Marco Fuhrman, Silvia RudÃ
We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation…
math.OC2025
Infinite Time Horizon Optimal Control of McKean-Vlasov SDEs
Silvia RudÃ
We present a theory of optimal control for McKean-Vlasov stochastic differential equations with infinite time horizon and discounted gain functional. We first establish the well-po…