A smooth variational principle on Wasserstein space

DOI10.1090/proc/16466arXiv2209.15028OpenAlexW4353064084MaRDI QIDQ6106077

Ibrahim Ekren, Erhan Bayraktar, Xin Zhang

Publication date: 27 June 2023

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.15028

Mathematics Subject Classification ID

Linear programming (90C05) Variational principles in infinite-dimensional spaces (58E30) Viscosity solutions to PDEs (35D40)

Cites Work

• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
• Strong equivalence between metrics of Wasserstein type
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Techniques of variational analysis
• The Master Equation and the Convergence Problem in Mean Field Games
• Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
• Probabilistic Theory of Mean Field Games with Applications I