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Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity - MaRDI portal

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Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity

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DOI10.1214/22-AOP1580zbMATH Open1501.35403arXiv2101.12362OpenAlexW4307279931MaRDI QIDQ2087388

Author name not available (Why is that?)

Publication date: 27 October 2022

Published in: (Search for Journal in Brave)

Abstract: In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is brought to bear a global (in time) well-posedness theory, based on a--priori uniform Lipschitz estimates on the solution in the measure variable. Displacement monotonicity being sometimes in dichotomy with the widely used Lasry-Lions monotonicity condition, the novelties of this work persist even when restricted to separable Hamiltonians.


Full work available at URL: https://arxiv.org/abs/2101.12362



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