Short time solution to the master equation of a first order mean field game

DOI10.1016/j.jde.2019.11.031zbMath1447.35331arXiv1811.08964OpenAlexW2990181387WikidataQ126663071 ScholiaQ126663071MaRDI QIDQ2300432

Sergio Mayorga

Publication date: 27 February 2020

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.08964

zbMATH Keywords

Hamilton-Jacobi equationsmaster equationcharacteristic equationsmean field gamesfixed-point methodWasserstein gradient

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Integro-partial differential equations (45K05) Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Hamilton-Jacobi theories (49L99) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs with measure (35R06)

Related Items (10)

Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ The Master Equation in a bounded domain with Neumann conditions ⋮ Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise ⋮ Viability analysis of the first-order mean field games ⋮ The Convergence Problem in Mean Field Games with Neumann Boundary Conditions ⋮ Splitting methods and short time existence for the master equations in mean field games ⋮ On monotonicity conditions for mean field games ⋮ Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls ⋮ Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

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