In this paper, we study the stability of solutions of stochastic McKean--Vlasov equations via feedback control based on discrete-time state observation. By ...

Sep 27, 2022 · Abstract. In this paper, we are concerned with the optimal control problems for a class of systems with fast-slow processes.

Jan 1, 2022 · In this paper, we are concerned with the optimal control problems for a class of systems with fast-slow processes.

Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems. September 2022; SIAM Journal on Control and Optimization 60(5):2859-2883.

Sep 27, 2022 · Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems ; 作者. Yun Li,Fuke Wu,Ji-Feng Zhang ; 出处.

In this paper, we study the stability of solutions of stochastic McKean--Vlasov equations via feedback control based on discrete-time state observation. By ...

Mar 19, 2016 · In this paper, we develop the necessary conditions of optimality for a new class of mixed regular-singular control problem for nonlinear ...

This paper focus on Mckean-Vlasov stochastic differential equations (SDEs) with two-time-scale Markov switching.

Near Optimality of Stochastic Control for Singularly Perturbed McKean-Vlasov Systems · Yun LiFuke WuJi-feng Zhang. Mathematics. SIAM J. Control. Optim. 2022. In ...

Oct 22, 2024 · In this paper, we establish general necessary optimality conditions for stochastic continuous‐singular control of McKean‐Vlasov type ...