Mean field games and master equation

DOI10.1090/PSAPM/078/02OpenAlexW3214446745MaRDI QIDQ6082291

François Delarue

Publication date: 29 November 2023

Published in: Proceedings of Symposia in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/psapm/078/02

zbMATH Keywords

master equationmean field gamesdifferential calculus on space of probability measures

Mathematics Subject Classification ID

Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

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