{"paper":{"title":"Model Uncertainty Stochastic Mean-Field Control","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Bernt {\\O}ksendal, Nacira Agram","submitted_at":"2016-11-04T14:12:00Z","abstract_excerpt":"We consider the problem of optimal control of a mean-field stochastic differential equation under model uncertainty. The model uncertainty is represented by ambiguity about the law $\\mathcal{L}(X(t))$ of the state $X(t)$ at time $t$. For example, it could be the law $\\mathcal{L}_{\\mathbb{P}}(X(t))$ of $X(t)$ with respect to the given, underlying probability measure $\\mathbb{P}$. This is the classical case when there is no model uncertainty. But it could also be the law $\\mathcal{L}_{\\mathbb{Q}}(X(t))$ with respect to some other probability measure $\\mathbb{Q}$ or, more generally, any random me"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1611.01385","kind":"arxiv","version":9},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}