A second-order mean field games model with controlled diffusion
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Existence problems for PDEs: global existence, local existence, non-existence (35A01) Smoothness and regularity of solutions to PDEs (35B65) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84) PDEs in connection with mean field game theory (35Q89) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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