We study the McKean–Vlasov optimal control problem with common noise which allow the
law of the control process to appear in the state dynamics under various formulations: strong …

We study a McKean–Vlasov optimal control problem with common noise in order to
establish the corresponding limit theory as well as the equivalence between different …

We consider McKean–Vlasov stochastic differential equations (MVSDEs), which are SDEs
where the drift and diffusion coefficients depend not only on the state of the unknown …

In this thesis, we consider stochastic control problems and stochastic differential games in
which controllers or players control the diffusion intensities of their individual state …

This paper studies two-player stochastic differential games with diffusion control on finite
time horizons. The players' state processes are described in terms of controlled martingale …

We study existence and approximation of optimal controls for systems governed by McKean‐
Vlasov stochastic differential equations. It is well known in simple examples that in the …

We consider an infinite horizon optimal control of a system where the dynamics evolve
according to a mean-field stochastic differential equation and the cost functional is also of …

We consider optimal control problems for a system governed by a stochastic differential
equation driven by a d-dimensional Brownian motion where both the drift and the diffusion …

We provide sufficient conditions that guarantee the existence of relaxed optimal controls in
the weak formulation of control problems for stochastic Volterra equations (SVEs). Our study …

We consider a control problem for a mean-field coupled forward-backward stochastic
differential equations, called also McKean–Vlasov equation (MF-FBSDE). For this type of …