Mean field games and master equation

DOI10.1090/PSAPM/078/02MaRDI QIDQ6082291zbMATH OpenOpenAlexFDO

Authors François Delarue

Publication date 29 November 2023

Published in Proceedings of Symposia in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/psapm/078/02

zbMATH Keywords

differential calculus on space of probability measuresmaster equationmean field games

Mathematics Subject Classification ID

PDEs in connection with mean field game theory (35Q89) Mean field games (aspects of game theory) (91A16)

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Cited in

(15)

• ``Phase diagram of a mean field game
• Bertrand and Cournot mean field games
• The derivation of ergodic mean field game equations for several populations of players
• Mean field games with a dominating player
• The Master Equation and the Convergence Problem in Mean Field Games
• Analysis of a Finite State Many Player Game Using Its Master Equation
• Integral Equations and Phase Transitions in Stochastic Games. An Analogy with Statistical Physics
• Well-posedness of mean field games master equations involving non-separable local Hamiltonians
• Minimal solutions of master equations for extended mean field games
• From mean field games to Navier-Stokes equations
• Monotone solutions for mean field games master equations: continuous state space and common noise
• On Lipschitz solutions of mean field games master equations
• On some mean field games and master equations through the lens of conservation laws
• Wellposedness of second order master equations for mean field games with nonsmooth data
• Central schemes for mean field games

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