Author

Yadh Hafsi

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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

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