Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics

arXiv2311.11896MaRDI QIDQ6460065FDOQ6460065

Authors: Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam, Hongwei Yuan 

Publication date: 14 November 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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