On first order mean field game systems with a common noise

DOI10.1214/21-AAP1734zbMath1498.91040arXiv2009.12134OpenAlexW3088265565MaRDI QIDQ2170377

Pierre Cardaliaguet, Panagiotis E. Souganidis

Publication date: 5 September 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.12134

zbMATH Keywords

maximum principlebackward stochastic partial differential equationsmean field gamescommon noise

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Mean field games (aspects of game theory) (91A16)

Related Items (3)

Closed-loop convergence for mean field games with common noise ⋮ Monotone solutions for mean field games master equations: continuous state space and common noise ⋮ Laplace principle for large population games with control interaction

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