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.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.