For mean-field control problems with common noise, randomizing controls via a Poisson point process preserves the value function and yields a randomized dynamic programming principle.
A stochastic target formulation for opt imal switching problems in finite horizon
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A randomisation method for mean-field control problems with common noise
For mean-field control problems with common noise, randomizing controls via a Poisson point process preserves the value function and yields a randomized dynamic programming principle.