The master equation in a bounded domain with Neumann conditions
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Publication:5077174
Abstract: In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the boundary condition here leads to two Neumann conditions in the Master Equation formulation, for both space and measure. The global regularity of the linearized system, which is crucial in order to prove the existence of solutions, is obtained with a deep study of the boundary conditions and the global regularity at the boundary of a suitable class of parabolic equations.
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Cited in
(5)- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions
- Time dependent first-order mean field games with Neumann boundary conditions
- Forward-forward mean field games in mathematical modeling with application to opinion formation and voting models
- A second-order mean field games model with controlled diffusion
- The master equation in a bounded domain with absorption
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