Minimal solutions of master equations for extended mean field games
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Publication:6130537
DOI10.1016/j.matpur.2024.02.002arXiv2303.00230OpenAlexW4392360433MaRDI QIDQ6130537
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Publication date: 3 April 2024
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.00230
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
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