Wang, Jingfei

1. Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
   2024/07/07 by Lijun Bo, Bo, Lijun, Jingfei Wang +5 · 2 citations
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
2. Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
   2025/05/29 by Lijun Bo, Bo, Lijun, Xiaoli Wei +4 · 5 citations
   Computer Science · Mathematics · #Distributed Control Multi-Agent Systems #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Optimization and Variational Analysis #Probability (math.PR)
3. Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
   2025/01/22 by Lijun Bo, Jingfei Wang, Bo, Lijun +3 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Control Systems Optimization #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications