Existence of optimal relaxed controls for reflected McKean-Vlasov SDEs with Poisson jumps is established via moment estimates, Aldous tightness, and Skorokhod map continuity, with strict controls under Roxin convexity.
Shao, Optimal control problem for reflected McKean–Vlasov SDEs,SIAM Journal on Control and Optimization, 63, 3112–3138, 2025
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Optimal control problem for reflected McKean--Vlasov stochastic differential equations with Poisson jumps
Existence of optimal relaxed controls for reflected McKean-Vlasov SDEs with Poisson jumps is established via moment estimates, Aldous tightness, and Skorokhod map continuity, with strict controls under Roxin convexity.