Mean-field control with finite-intensity Poissonian common noise admits optimal relaxed controls, and the same pathwise compactification yields strong mean-field equilibria in games.
(2016): Wellposedness of mean field games with common noise under a weak monotonicity condition.SIAM J
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Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
Mean-field control with finite-intensity Poissonian common noise admits optimal relaxed controls, and the same pathwise compactification yields strong mean-field equilibria in games.