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Author

Defeng Sun

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Preprint Jul 2026

Robust mean field control: an application to optimal execution under composite uncertainty

We provide a framework for robust mean field control problems that describe multi-dimensional optimal liquidation problems under uncertainty from both the underlying stochastic process and the deterministic model parameters. The verification results are established with Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations w...

Huafu Liao, Shuhui Liu, Chen-Chen Mou et al. · 0 citations

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