Mokhtar HafayedShahlar MeherremŞaban ErenDeniz Hasan GuçogluHafayed, MokhtarMeherrem, ShahlarEren, SabanGucoglu, Deniz Hasan2025-10-06201810991514, 014320870143-20871099-151410.1002/oca.24032-s2.0-85048059713https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048059713&doi=10.1002%2Foca.2403&partnerID=40&md5=fcc684f9b7333b0f1bbf7ddc660947achttps://gcris.yasar.edu.tr/handle/123456789/9563https://doi.org/10.1002/oca.2403In this paper we derive the necessary and sufficient conditions for optimal singular control for systems governed by general controlled McKean-Vlasov differential equations in which the coefficients depend on the state of the solution process as well as of its law and control. The control domain is assumed to be convex. The control variable has 2 components ie the first being absolutely continuous and the second being singular. The proof of our result is based on the derivative of the solution process with respect to the probability law and a corresponding Itô formula. Finally an example is given to illustrate the theoretical results. © 2018 Elsevier B.V. All rights reserved.Englishinfo:eu-repo/semantics/closedAccessDerivative With Respect To Measures, Mckean-vlasov Differential Equations, Optimal Singular Control, Probability Measure, Stochastic Maximum Principle, Stochastic Systems, Control Domains, Control Variable, Optimal Singular Controls, Probability Law, Probability Measures, Solution Process, Stochastic Maximum Principles, Sufficient Optimality Conditions, Vlasov EquationStochastic systems, Control domains, Control variable, Optimal singular controls, Probability law, Probability measures, Solution process, Stochastic maximum principles, Sufficient optimality conditions, Vlasov equationOptimal Singular ControlStochastic Maximum PrincipleProbability MeasureDerivative with Respect to MeasuresMcKean-Vlasov Differential EquationsArticle