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math.OC2026
Robust mean field control: stochastic maximum principle and variational mean field games
François Delarue, Pierre Lavigne
We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonline…
math.OC2026
Robust mean-field games under entropy-based uncertainty
François Delarue, Pierre Lavigne
In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is form…