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.
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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.