Mean field theory has raised a lot of interest in recent years, since the independent
introduction by Lasry–Lions and Huang–Caines–Malhamé, see, in particular, Lasry–Lions …

Linear-quadratic optimal control problems are considered for mean-field stochastic
differential equations with deterministic coefficients. By a variational method, the optimality …

The main purpose of this paper is to survey some recent progresses on control theory for
stochastic distributed parameter systems, ie, systems governed by stochastic differential …

In this paper, we continue our study on a general time-inconsistent stochastic linear--
quadratic control problem originally formulated in [Y. Hu, H. Jin, and XY Zhou, SIAM J …

This book gathers the most essential results, including recent ones, on linear-quadratic
optimal control problems, which represent an important aspect of stochastic control. It …

A general time-inconsistent optimal control problem is considered for stochastic differential
equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi …

Linear-quadratic optimal control problems are considered for mean-field stochastic
differential equations with deterministic coefficients. Time-inconsistency feature of the …

The purpose of this book is to present an overview of, and introduction to, the time-
inconsistent control theory developed by the authors during the last decade. The theory is …

We consider the optimal control problem for a linear conditional McKean-Vlasov equation
with quadratic cost functional. The coefficients of the system and the weighting matrices in …

We develop a theory for continuous-time non-Markovian stochastic control problems which
are inherently time-inconsistent. Their distinguishing feature is that the classical Bellman …