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math.PR2025
Mean Field Type Control Problems Driven by Jump-diffusions
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We all…
math.PR2023★ 2 cited
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations
Alain Bensoussan, Ziyu Huang, Shanjian Tang +1
We study the well-posedness of a system of forward-backward stochastic differential equations (FBSDEs) corresponding to a degenerate mean field type control problem, when the diffu…