Develops SMP for non-convex mean-field control with joint law dependence and Poisson common noise via relaxed controls and extension transformation, then derives equivalent HJB on measure space.
Mezerdi (2020): Equations diff´ erentielles stochastiques de type McKean-Vlasov et leur contrˆ ole optimal
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Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
Develops SMP for non-convex mean-field control with joint law dependence and Poisson common noise via relaxed controls and extension transformation, then derives equivalent HJB on measure space.