On fully nonlinear parabolic mean field games with nonlocal and local diffusions

DOI10.1137/23m1615528MaRDI QIDQ6612257

Espen R. Jakobsen, Miłosz Krupski, Indranil Chowdhury

Publication date: 30 September 2024

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationexistenceuniquenessLévy processesBrownian motioncontrolled diffusionFokker-Planck-Kolmogorov equationPDEsmean field gamesfully nonlinear PDEs

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nonlinear parabolic equations (35K55) Brownian motion (60J65) Markov semigroups and applications to diffusion processes (47D07) Degenerate parabolic equations (35K65) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Weak solutions to PDEs (35D30) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fokker-Planck equations (35Q84) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)

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