Master equation for the finite state space planning problem

DOI10.1007/S00205-021-01687-8zbMath1470.91010arXiv2002.09330OpenAlexW3008670336MaRDI QIDQ2049595

Pierre-Louis Lions, Jean-Michel Lasry, Charles Bertucci

Publication date: 27 August 2021

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.09330

Mathematics Subject Classification ID

Games with infinitely many players (91A07) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

Related Items (7)

Dimension reduction techniques in deterministic mean field games ⋮ On first order mean field game systems with a common noise ⋮ Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise ⋮ Minimal solutions of master equations for extended mean field games ⋮ Monotone solutions for mean field games master equations: continuous state space and common noise ⋮ Linear-quadratic extended mean field games with common noises ⋮ Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity

Cites Work

• Mean field games
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Monotone solutions for mean field games master equations: finite state space and optimal stopping
• A variational approach to the mean field planning problem
• The planning problem in mean field games as regularized mass transport
• On the planning problem for the mean field games system
• Finite state mean field games with Wright-Fisher common noise
• Mean Field Games: Numerical Methods for the Planning Problem
• Some remarks on mean field games

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