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Source: paper_references, paper_reference_links, observed 2026-08-03T20:49:34.937613Z
Paper Citation Record · LEDGER
As of 7 August 2026, this Paper Citation Record lists 66 of 66 outbound references and 1 inbound Pith citation observation for arXiv:2511.18636.
A citation records a reference. It does not transfer a finding from one paper to another.
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Source: paper_references, paper_reference_links, observed 2026-08-03T20:49:34.937613Z
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Source: scholarly_work_events, retraction_status_cache, observed 2026-08-07T06:34:17.273281+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-03T09:39:02.288119Z
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66 of 66 outbound references displayed
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Observation cefa9eec-4be2-4df4-befc-ac3e0260b871 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Optimal execution of portfolio transactions.Journal of Risk, 3:5–40, 2001
Reference 1
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Observation 8fbd5857-6e2b-4580-b6a2-2ee9a5f84d90 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Contracting a crowd of heterogeneous agents
Reference 2
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Observation 03d69d28-f2cb-4d6b-831f-d2dfaeecbbbf · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stochastic graphon games: Ii
Reference 3
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Observation c83b567d-d9b3-4d20-8fff-b73b09aabe51 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications A weak martingale approach to linear-quadratic mckean–vlasov stochastic control problems
Reference 4
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Observation fd9842ad-1a35-4171-ba69-559fe963e2db · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Graphon mean field systems.The Annals of Applied Probability, 33(5):3587–3619, 2023
Reference 5
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Observation 81a2546f-5a4d-4b7c-9d54-538b53881e69 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Graphon particle systems with common noise
Reference 6
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Observation 19381f63-7674-43fc-9c82-0fba1e9b621d · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Concentration of measure for graphon particle system.Advances in Applied Probability, 56(4):1279–1306, 2024
Reference 7
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Observation d124d6dc-b59c-44e8-8876-d6cd83a2f953 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stationarity and uniform in time convergence for the graphon particle system.Stochastic Processes and their Applications, 150:532–568, 2022
Reference 8
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Observation a77ee489-ed48-4471-9570-bd9153c311ca · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Graphon particle system: Uniform-in-time concentration bounds.Stochastic Processes and their Applications, 156:196–225, 2023
Reference 9
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Observation 9d2dfb00-d68e-49aa-867e-2e43c52393cc · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Propagation of chaos of forward–backward stochastic differential equations with graphon interactions.Applied Mathematics & Optimization, 88(1):25, 2023
Reference 10
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Observation 96102ea6-b34a-4490-9479-5e5dadda23c2 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Non-parametric estimates for graphon mean-field particle systems.Bernoulli, 31(4):2940– 2961, 2025
Reference 11
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Observation e460a750-4fa8-45e2-be45-6d7d2431e166 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Springer, 2013
Reference 12
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Observation 8b44442e-a592-4444-9298-f3b0792eefdb · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Springer, 2011
Reference 13
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Observation 49a5f029-422c-4fa2-b0fb-137f859f8ca4 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Path-dependent controlled mean-field coupled forward-backward sdes: The associated stochastic maximum principle.SIAM Journal on Control and Optimization, 63(3):2124–2153, 2025
Reference 14
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Observation 30e3c2a9-d2a2-4582-a375-89879e0b2f02 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Graphon mean field games and their equations.SIAM Journal on Control and Optimization, 59(6):4373–4399, 2021
Reference 15
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Observation f0ed1341-a914-47d4-a32c-6700e49cb372 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Probabilistic analysis of graphon mean field control.arXiv preprint arXiv:2505.19664, 2025
Reference 16
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Observation a9cf60a6-ef42-4c9f-859c-740f7287292c · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Springer, Cham, 2018
Reference 17
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Observation d9afe066-3d19-4914-99e4-cd2c88317d06 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Springer, Cham, 2018
Reference 18
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Observation 23edeaf9-14da-442f-82b0-7655d947656f · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean fieldgamesandsystemicrisk.Communications in Mathematical Sciences, 13(4):911–933, 2015
Reference 19
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Observation ff242343-46fc-463d-9770-4fe71b82cb39 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Dissipative backward stochastic differential equations with locally lipschitz nonlinearity.Stochastic Processes and their Applications, 117(5):613–628, 2007
Reference 20
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Observation 2c257294-0936-429f-9480-ddd67ee0d45a · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Nonlinear graphon mean-field systems.Stochastic Processes and their Applications, page 104728, 2025
Reference 21
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Observation 445cb5fc-50fc-455b-9865-bfb9ac98c128 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Optimal control of path-dependent mckean–vlasov sdes in infinite dimension.Annals of Applied Probability, 33(4):2863–2918, 2023
Reference 22
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Observation 38696198-a999-4cd5-b7db-de305fd36484 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field optimal stopping with uncontrolled state
Reference 23
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Observation a0755e74-fb18-47c2-9843-e8df0e3f8e74 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Linear-quadratic optimal control for non-exchangeable mean-field sdes and applications to systemic risk.arXiv preprint arXiv:2503.03318, 2025
Reference 24
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Observation b761617d-81a7-464b-9306-8200690d842d · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean-field control of non exchangeable systems
Reference 25
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Observation 586d82de-3405-4cc3-a517-2c8c32ce127f · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution
Reference 26
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Observation e61ae7ef-b023-4db3-bec4-10a2a9c200f4 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stochastic optimal control of interacting particle systems in hilbert spaces and applications.arXiv preprint, 2025
Reference 27
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Observation 97b94cc3-56d5-4b0e-ba4f-1df8264f7d31 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Optimal portfolio choice with path dependent benchmarked labor income: a mean field model.Stochastic Processes and their Applications, 145:48–85, 2022
Reference 28
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Observation 79254f16-cdf7-43e1-8e6c-2d046efcc689 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications A non–exchangeable mean field control problem with controlled interactions.arXiv preprint arXiv:2511.00288, 2025
Reference 29
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Observation 01f8aa90-0398-442c-9e47-f25b898a4baa · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field game of mutual holding with defaultable agents, and systemic risk.SIAM Journal on Control and Optimization, 62(2):1234–1278, 2024
Reference 30
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Observation 96fe7542-5446-4912-97e2-09c114ac94cd · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field game of mutual holding.The Annals of Applied Probability, 34(6):4999–5031, 2024
Reference 31
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Observation f5e56e05-7b56-44f5-9bae-eea3582fb908 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stochastic control for mean-field stochastic partial differential equations with jumps.Journal of Optimization Theory and Applications, 176(3):559–584, 2018
Reference 32
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Observation b9abdd2e-d667-44ef-a225-e35c52ef9eae · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Springer, 2017
Reference 33
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Observation 4b07854c-bcd3-4cee-86e6-af4f5bf80cc6 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Linear-quadratic mean field games in hilbert spaces.SIAM Journal on Mathematical Analysis, 57(6):5821–5853, 2025
Reference 34
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Observation 2c846402-3dbd-46e4-b41e-8178b50bb329 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications On mean field games in infinite dimension.Journal de Mathématiques Pures et Appliquées, page 103780, 2025
Reference 35
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Observation a0c26761-71eb-401e-9cd9-97d8091f864d · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications A unified approach to linear-quadratic-gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability.The Annals of Applied Probability, 33(4):2786–2823, 2023
Reference 36
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Observation f7acc584-e32c-45f0-a937-56bc1de91ac2 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Simultaneously solving infinitely many lq mean field games in hilbert spaces: The power of neural operators.arXiv preprint arXiv:2510.20017, 2025
Reference 37
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Observation 2b8d98c8-6ef7-485f-8f2d-c60f92df9672 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Hilbert space-valued lq mean field games: An infinite-dimensional analysis.SIAM Journal on Control and Optimization, 63(5):3297–3327, 2025
Reference 38
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Observation 20a2e81f-f54b-42cc-acdb-37fe2521c201 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field game with delay: A toy model.Risks, 6(3):1–19, 2018
Reference 39
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Observation bfe08fe6-5b38-4460-866a-a105d9fd85c1 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Actor–critic learning for mean-field control in continuous time.Journal of Machine Learning Research, 26:1–42, 2025
Reference 40
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Observation 276aad64-92a5-4f83-b834-3c87b27c884e · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications An optimal advertising model with carryover effect and mean field terms.Mathematics and Financial Economics, 18(2–3):413–427, 2024
Reference 41
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Observation 49bef7f3-5b81-463a-a13a-58cf300ef87b · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications On the backward stochastic riccati equation in infinite dimensions.SIAM Journal on Control and Optimization, 44(1):159–194, 2005
Reference 42
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Observation 3ff43a9e-f1e4-4532-8d78-5b4967f2424c · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications A linear–quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon.Mathematical Control and Related Fields, 5(1):97–139, 2015
Reference 43
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Observation e500865a-8092-4351-ba9d-ccc03d42305b · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean-field limit of non-exchangeable systems.Communications on Pure and Applied Mathematics, 78(4):651–741, 2025
Reference 44
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Observation d43aaa86-38c8-4a25-a219-3fb00a463869 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Reference 45
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Observation deea98e6-4032-4060-a5cf-3520ebac84c5 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications A label-state formulation of stochastic graphon games and approximate equilibria on large networks.Mathematics of Operations Research, 48(4):1987–2018, 2023
Reference 46
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Observation e6602e31-c817-48cd-8c95-589d45fcb2c0 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field games.Japanese Journal of Mathematics, 2(1):229–260, 2007
Reference 47
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Observation ea380941-9529-43fb-b756-527fa90eeec3 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications An overview of some extensions of mean field games beyond perfect homogeneity and anonymity.arXiv preprint arXiv:2511.04929, 2025
Reference 48
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Observation 1e5c05d5-093f-4c9a-b729-a8393f943690 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications American Mathematical Society, 2010
Reference 49
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Observation ccc09586-defe-4235-84d3-4697d9a933cf · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Analysis of non-exchangeable mean field markov decision processes with common noise: From bellman equation to quantitative propagation of chaos, 2025
Reference 50
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Observation 590719d4-42de-4ec5-8f48-5e7581fb2eb5 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Stochastic Graphon Games with Memory
Reference 51
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Observation 079fc9bf-8200-45d0-b9a7-3a6814177b55 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Linearquadraticoptimalcontrolofconditionalmckean–vlasovequationwithrandomcoefficientsandapplications
Reference 52
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Observation 89a7b507-3e25-4cfe-912a-5f68f83552ca · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Dynamic programming for optimal control of stochastic mckean–vlasov dynamics.SIAM Journal on Control and Optimization, 55(2):1069–1101, 2017
Reference 53
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Observation d786df23-f13c-4307-9da2-514a4fb90247 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Entropic optimal planning for path-dependent mean field games
Reference 54
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Observation 706bb459-90ac-49cd-815c-c9a37ba5e5a1 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean field games incorporating carryover effects: Optimizing advertising models
Reference 55
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Observation 8d876e71-1b1e-4f83-a4b3-0442842978ef · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Unresolved cited work
Reference 56
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Observation 1bfe1873-9574-4805-93ce-fbd50558d46f · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean-field backward stochastic volterra integral equations.Discrete and Continuous Dynamical Systems Series B, 18(7):1929–1967, 2013
Reference 57
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Observation 6e60b2ba-1401-48af-a2be-a8bf0c020f57 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
Reference 58
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Observation 560c8ca6-27f0-435e-93ed-7ace7d57ebf8 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities.ESAIM: Control, Optimization and Calculus of Variations, 23(3):1099–1127, 2017
Reference 59
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Observation b97e34dc-4322-41a8-85a9-1453d7f93160 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications The exact law of large numbers via fubini extension and characterization of insurable risks.Journal of Economic Theory, 126(1):31–69, 2006
Reference 60
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Observation f1d1d8c6-a8aa-4d0a-9dcf-4f1e25a422d6 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Dynamic programming equation for the mean field optimal stopping problem
Reference 61
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Observation 88fc5f0a-ddba-4320-a249-1cb188977ac3 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Viscosity solutions for obstacle problems on wasserstein space.SIAM Journal on Control and Optimization, 61(3):1712–1736, 2023
Reference 62
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Observation 92f3b578-68bb-42b2-8f59-e9adf81dc7f2 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications From finite population optimal stopping to mean field optimal stopping.Annals of Applied Probability, 34(5):4237–4267, 2024
Reference 63
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Observation 9d03f97a-24f2-4657-a6a1-e23df3fe124b · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Forward and backward mean-field stochastic partial differential equation and optimal control.Chinese Annals of Mathematics, Series B, 40(4):515–540, 2019
Reference 64
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Observation b0cbd2d2-61ff-441a-82d2-8f1207401903 · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Linear-quadratic graphon mean field games with common noise
Reference 65
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Observation c9012311-df53-4961-a068-a96d3aa3f7ea · outbound
Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications Linear-quadratic optimal control problems for mean-field stochastic differential equations.SIAM Journal on Control and Optimization, 51(4):2809–2838, 2013
Reference 66
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Observation 290a3685-2e20-43b7-8a63-209edd077ed0 · inbound
Infinite-Dimensional LQ Mean Field Games with Common Noise: Small and Arbitrary Finite Time Horizons Optimal Control of Heterogeneous Mean-Field Stochastic Differential Equations with Common Noise and Applications
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