Existence of Solutions of the Master Equation in the Smooth Case

DOI10.1137/15M1018782MaRDI QIDQ3462483zbMATH OpenFDO

Authors Ugo Bessi

Publication date 15 January 2016

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.06277

zbMATH Keywords

Hamilton-Jacobi theorymaster equationVlasov equation

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Games with infinitely many players (91A07)

Abstract: We give a different proof of a theorem of W. Gangbo and A. Swiech on the short time existence of solutions of the master equation.

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Cited in

(5)

• Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures
• A theoretical solution for a nonlinear master equation
• On the assumption of initial factorization in the master equation for weakly coupled systems. II: Solvable models
• Monotone solutions of the master equation for mean field games with idiosyncratic noise
• Short time solution to the master equation of a first order mean field game

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