Second order mean field games with degenerate diffusion and local coupling

DOI10.1007/s00030-015-0323-4zbMath1344.49061arXiv1407.7024MaRDI QIDQ745907

D. Kharzeev

Publication date: 15 October 2015

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.7024

zbMATH Keywords

degenerate diffusion; optimal control problems; mean field games

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

49N70: Differential games and control

91A23: Differential games (aspects of game theory)

35K65: Degenerate parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

91A15: Stochastic games, stochastic differential games

49J20: Existence theories for optimal control problems involving partial differential equations

49J55: Existence of optimal solutions to problems involving randomness