Existence of Solutions of the Master Equation in the Smooth Case

DOI10.1137/15M1018782zbMath1348.49032arXiv1612.06277MaRDI QIDQ3462483

Ugo Bessi

Publication date: 15 January 2016

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06277

zbMATH Keywords

Hamilton-Jacobi theorymaster equationVlasov equation

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise ⋮ Short time solution to the master equation of a first order mean field game ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

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