A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.
Pham, Continuous-time Stochastic Control and Optimization with Financial Applications, volume 61
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A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.