A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients

arXiv:2604.12114 · math.OC, cs.SY, eess.SY, math.PR, q-fin.MF · Submitted 2026-04-13 · Read on arXiv

math.OC, cs.SY, eess.SY, math.PR, q-fin.MF

Submitted: 2026-04-13

Updated: 2026-09-16

Terminology

• Admissibility — 4× in this paper · explained in 2 episodes
• Verification — 2× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes

Sources

• Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
• Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching

Related papers

• Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise
• Adam-HNAG: A Convergent Reformulation of Adam with Accelerated Rate
• Incremental Learning in Mirror Flows
• Online Control via Counterfactual Tracking
• Asynchronous Replanning in Two Population Linear Quadratic Mean Field Games: Information Requirements and Stability
• Petrov-Galerkin operator inference with application to stability-encouraging identification