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 (2023a): Mean-field limit for stochastic control prob lems under state constraint
2 Pith papers cite this work. Polarity classification is still indexing.
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The paper derives the stochastic maximum principle for mean-field control under dynamic constraints by embedding the problem in Banach-space optimization and applying generalized Fritz-John conditions to obtain a BSDE as the Lagrange multiplier.
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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.
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Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
The paper derives the stochastic maximum principle for mean-field control under dynamic constraints by embedding the problem in Banach-space optimization and applying generalized Fritz-John conditions to obtain a BSDE as the Lagrange multiplier.