Splitting methods and short time existence for the master equations in mean field games

DOI10.4171/JEMS/1227zbMath1522.35511arXiv2001.10406OpenAlexW3003914912MaRDI QIDQ6172669

Marco Cirant, Alessio Porretta, Pierre Cardaliaguet

Publication date: 20 July 2023

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.10406

zbMATH Keywords

master equationmean field gamesMFG with major player contents

Mathematics Subject Classification ID

Differential games and control (49N70) Nonlinear parabolic equations (35K55) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs with measure (35R06) PDEs in connection with mean field game theory (35Q89)

Related Items (5)

Well-posedness of mean field games master equations involving non-separable local Hamiltonians ⋮ Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces ⋮ Minimal solutions of master equations for extended mean field games ⋮ The Convergence Problem in Mean Field Games with Neumann Boundary Conditions ⋮ Remarks on Nash equilibria in mean field game models with a major player

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