Master equation for the finite state space planning problem

DOI10.1007/S00205-021-01687-8zbMATH Open1470.91010arXiv2002.09330OpenAlexW3008670336MaRDI QIDQ2049595

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Publication date: 27 August 2021

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Abstract: We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under monotonicity assumptions, which are used crucially in the different proofs of the paper. We also make a link with the trajectories induced by the solution of the master equation and start a discussion on the case of boundary conditions.

Full work available at URL: https://arxiv.org/abs/2002.09330

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