Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics

MaRDI QIDQ6460065zbMATH OpenFDO

Authors Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam, Hongwei Yuan

Publication date 14 November 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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