Weak solutions to the master equation of potential mean field games
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displacement semi-concave solutionsHamilton-Jacobi-Bellman equation on the space of probability measuresmaster equationmean field control problemmean field gamesRademacher theorem on the space of probability measuresweak one-sided Lipschitz solutions
Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Weak solutions to PDEs (35D30) First-order hyperbolic systems (35L40) PDEs in connection with mean field game theory (35Q89) Hamilton-Jacobi equations in optimal control and differential games (49L12) Mean field games and control (49N80) Diffusion processes (60J60) Mean field games (aspects of game theory) (91A16)
Cites work
- A general characterization of the mean field limit for stochastic differential games
- A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Closed-loop convergence for mean field games with common noise
- Comparison of viscosity solutions for a class of second-order PDEs on the Wasserstein space
- Corrigendum to “On non-uniqueness in mean field games”
- DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
- Deterministic optimal control on Riemannian manifolds under probability knowledge of the initial condition
- Differentiable measures and the Malliavin calculus
- Dynamic programming for mean-field type control
- Existence of a solution to an equation arising from the theory of mean field games
- Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games
- Gradient flows in metric spaces and in the space of probability measures
- Hamilton-Jacobi equations for controlled gradient flows: the comparison principle
- Hamiltonian ODEs in the Wasserstein space of probability measures
- scientific article; zbMATH DE number 3783507 (Why is no real title available?)
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- Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Limit theory for controlled McKean-Vlasov dynamics
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
- McKean-Vlasov optimal control: the dynamic programming principle
- Mean field game master equations with anti-monotonicity conditions
- Mean field games
- Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
- Mean field games models -- a brief survey
- Mean field games systems under displacement monotonicity
- Mean field games. Cetraro, Italy, June 10--14, 2019. Lecture notes given at the summer school
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Monotone solutions for mean field games master equations: continuous state space and common noise
- Monotone solutions for mean field games master equations: finite state space and optimal stopping
- Monotone solutions of the master equation for mean field games with idiosyncratic noise
- On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations
- On first order mean field game systems with a common noise
- On non-uniqueness in mean field games
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- On uniformly convex functions
- Optimal control of multiagent systems in the Wasserstein space
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
- Regularity of the value function and quantitative propagation of chaos for mean field control problems
- Second order mean field games with degenerate diffusion and local coupling
- Selection by vanishing common noise for potential finite state mean field games
- Selection of equilibria in a linear quadratic mean-field game
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Set values for mean field games
- Splitting methods and short time existence for the master equations in mean field games
- Stable solutions in potential mean field game systems
- Superposition and mimicking theorems for conditional McKean-Vlasov equations
- The continuous dependence of generalized solutions of non‐linear partial differential equations upon initial data
- The master equation in mean field theory
- The Structure of Measurable Mappings on Metric Spaces
- The Variational Formulation of the Fokker--Planck Equation
- Uniform in time weak propagation of chaos on the torus
- Uplink Power Adjustment in Wireless Communication Systems: A Stochastic Control Analysis
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Well-posedness of mean field games master equations involving non-separable local Hamiltonians
- Well-posedness of mean field games with common noise under a weak monotonicity condition
- Wellposedness of second order master equations for mean field games with nonsmooth data
- Zero-sum stochastic differential games of generalized McKean-Vlasov type
Cited in
(7)- Hamilton-Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions
- Hidden monotonicity and canonical transformations for mean field games and master equations
- Global well-posedness of displacement monotone degenerate mean field games master equations
- Markov perfect equilibria in discrete finite-player and mean-field games
- Global well-posedness of first-order mean field games and master equations with nonlinear dynamics
- Mean-field limit for stochastic control problems under state constraint
- Noise through an additional variable for mean field games master equation on finite state space
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