Establishes existence of optimal controls for constrained mean-field problems with singular controls and derives associated SMP and constrained FBSDEs using relaxed formulation and Lagrange multipliers.
Daudin (2023b): Optimal control of the Fokker-Planc k equation under state constraints in the Wasserstein space
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Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
Establishes existence of optimal controls for constrained mean-field problems with singular controls and derives associated SMP and constrained FBSDEs using relaxed formulation and Lagrange multipliers.