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This research aims to explore robust control problems and establish solutions for mean field games.

April 28, 2026Open Access

Robust mean field control: stochastic maximum principle and variational mean field games

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This research aims to explore robust control problems and establish solutions for mean field games.
Formulated robust control in min-max form involving costs as nonlinear functions based on state distributions.
Proved existence and uniqueness of solutions under convexity-concavity conditions.
Derived a stochastic maximum principle related to the robust control framework.
Established existence and uniqueness for robust control problems and variational mean field games.
Identified key conditions for agents' cost minimization relative to Nature's ambiguous outcomes.
Demonstrated theoretical advancements in understanding the interaction in mean field scenarios.

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Randomized trial uncovers solutions for robust control and variational mean field games, suggesting new theoretical frameworks.

Delarue et al. (2026) studied this question.

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