2 papers
math.OC2025
Optimal Control of McKean--Vlasov Branching Diffusion Processes
Julien Claisse, Jiazhi Kang, Tianxu Lan +1
We study an optimal control problem of McKean--Vlasov branching diffusion processes, in which the interaction term is determined by the marginal measure induced by all alive partic…
math.PR2024
On McKean-Vlasov Branching Diffusion Processes
Julien Claisse, Jiazhi Kang, Xiaolu Tan
We study a nonlinear branching diffusion process in the sense of McKean, i.e., where particles are subjected to a mean-field interaction. We consider first a strong formulation of…