Author

Samy Mekkaoui

3 papers indexed here

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Preprint Sep 2026

Stochastic Maximum Principle for McKean-Vlasov Control with Discrete Path Dependence

We study a class of McKean-Vlasov control problems with discrete path dependence. The coefficients and cost functional may depend on finitely many past values of the controlled state, observed at fixed deterministic times, and on their joint law. We establish well-posedness of the controlled state equation and derive n...

Yadh Hafsi, Samy Mekkaoui, Huyên Pham · 1 citation

#machine learning Preprint Oct 2026

Randomized Transport Maps for Model-Free Policy-Gradient Mean-Field Control

We develop a model-free policy gradient method for discrete-time mean-field control (MFC). In MFC, the policy affects the objective both through the controlled dynamics and through the population distribution. Standard REINFORCE estimators capture the first effect but not the second. We introduce Transport REINFORCE, a...

Adonis Jamal, Samy Mekkaoui, Yadh Hafsi et al. · 0 citations

Preprint Aug 2026

Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation

Results show that path-dependent McKean-Vlasov control can enrich an interpretable reference model without replacing it and reach a level of performance comparable to flexible generative and historical baselines.

Samer El Boustany, Théo Basseras, Samy Mekkaoui et al. · 1 citation