Derives an explicit Gâteaux policy-gradient formula for entropy-regularized continuous-time mean-field control using the value function and cylindrical representations, then builds a model-based actor-critic scheme with PDE well-posedness analysis.
Forward–backward stochastic differential equations and controlled McKean– Vlasov dynamics.Annals of Probability, 43(5):2647–2700
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Policy Gradient for Continuous-Time Mean-Field Control
Derives an explicit Gâteaux policy-gradient formula for entropy-regularized continuous-time mean-field control using the value function and cylindrical representations, then builds a model-based actor-critic scheme with PDE well-posedness analysis.