Existence of a solution to an equation arising from the theory of mean field games (Q496756)

From the abstract: ``We construct a small time strong solution to a nonlocal Hamilton-Jacobi equation, the so-called master equation, originating from the theory of mean field games. We discover a link between metric viscosity solutions to local Hamilton-Jacobi equations. As a consequence we recover the existence of solutions to the first order mean field games equations, already proved in literature, and make a more rigorous connection between the master equation and the Mean Field Games equations''. This is a long paper on the subject (about seventy pages), where the authors apply their studies on metric viscosity solutions to the nowadays interesting case of the mean field games equations. Here we report the essential index of the paper: 3. Uniqueness of a fix point of \(M_s[\mu]\); 4. Properties of \(\Sigma\) in the variables \((t, s, q)\); continuity in \(\mu\); 5. Minimality properties of \(\Sigma\); 6. Hamilton-Jacobi equation on \({\mathcal P}({\mathbb T}^d)\); 7. Weak solution to the first order Mean Field equations; 8. Regularity properties of \(\Sigma(t, s, q, \cdot)\); a discretization approach; 9. Strong solutions to the master equation.