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arXiv · 2610.29133

Partially Observed McKean--Vlasov Control with Vanishing Observation Intensities

Jie Xiong·Ying Yang
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Abstract

We study partially observed McKean--Vlasov jump-diffusions with controlled counting intensities that may vanish and depend on the unconditional physical state distribution. A deterministic upper bound on the likelihood supports one-sided state--likelihood variations, a smooth-test-function expansion of the physical state marginal, and a necessary maximum principle without inverse intensity or likelihood terms. We also establish a one-sided total-variation derivative of the physical probability on the fixed noise space, including a nonnegative singular component on baseline-null histories. A quadratic example shows, within a specified policy family and under explicit conditions, that positive variance feedback raises the first-order activation fee threshold while negative feedback lowers it.

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Jie Xiong, Ying Yang. 2026-10-21. Partially Observed McKean--Vlasov Control with Vanishing Observation Intensities. https://arxiv.org/abs/2610.29133

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