A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.
Moon, Stochastic optimal control with random coefficients and associated stochastic Hamil- ton–Jacobi–Bellman equations, Adv Cont Discr Mod 2022 (2022)
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
-
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.