Wellposedness of second order master equations for mean field games with nonsmooth data
From MaRDI portal
Publication:6640521
DOI10.1090/memo/1515MaRDI QIDQ6640521
Publication date: 20 November 2024
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
weak solutionsmaster equationmean field gameWasserstein spacesforward-backward SDEsNash system\(N\)-player gamegood solutionsweak-viscosity solutions
Sensitivity, stability, well-posedness (49K40) (n)-person games, (n>2) (91A06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Weak solutions to PDEs (35D30) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Viscosity solutions to PDEs (35D40) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)
Cites Work
- Unnamed Item
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
- Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
- On the rate of convergence in Wasserstein distance of the empirical measure
- Existence of a solution to an equation arising from the theory of mean field games
- On non-Markovian forward-backward SDEs and backward stochastic PDEs
- A general characterization of the mean field limit for stochastic differential games
- Second order mean field games with degenerate diffusion and local coupling
- Mean field games
- A remark on regularization in Hilbert spaces
- Approximation of Lipschitz functions by \(\Delta\)-convex functions in Banach spaces
- On a strong form of propagation of chaos for McKean-Vlasov equations
- On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Monotone solutions for mean field games master equations: finite state space and optimal stopping
- Convergence to the mean field game limit: a case study
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
- Weak solutions to Fokker-Planck equations and mean field games
- Selection of equilibria in a linear quadratic mean-field game
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs
- Restoring uniqueness to mean-field games by randomizing the equilibria
- The master equation in mean field theory
- On well-posedness of forward-backward SDEs -- a unified approach
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
- On the interpretation of the master equation
- Mean-field stochastic differential equations and associated PDEs
- From the master equation to mean field game limit theory: a central limit theorem
- On viscosity solutions of path dependent PDEs
- The wellposedness of FBSDEs
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Uniqueness for linear-quadratic mean field games with common noise
- Finite state mean field games with Wright-Fisher common noise
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- Good and viscosity solutions of fully nonlinear elliptic equations
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
- User’s guide to viscosity solutions of second order partial differential equations
- Fully nonlinear stochastic partial differential equations
- Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
- On regularization in superreflexive Banach spaces by infimal convolution formulas
- The Master Equation and the Convergence Problem in Mean Field Games
- Analysis of a Finite State Many Player Game Using Its Master Equation
- Selection by vanishing common noise for potential finite state mean field games
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
- Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums
- Control problem on space of random variables and master equation
- Transport Inequalities. A Survey
- Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs
- On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
- Functional Itô calculus
- Backward Stochastic Differential Equations
- Limit Theory for Controlled McKean--Vlasov Dynamics
- Probabilistic Theory of Mean Field Games with Applications I
- Probabilistic Theory of Mean Field Games with Applications II
- The Master Equation for Large Population Equilibriums
- Some remarks on mean field games
- Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games
- Splitting methods and short time existence for the master equations in mean field games
Related Items (5)
Mean field games master equations: from discrete to continuous state space ⋮ Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs ⋮ On some mean field games and master equations through the lens of conservation laws ⋮ Set values for mean field games ⋮ Propagation of chaos for mean field Schrödinger problems
This page was built for publication: Wellposedness of second order master equations for mean field games with nonsmooth data
