Monotone solutions for mean field games master equations: continuous state space and common noise-Reference-Cited by-同舟云学术

Monotone solutions for mean field games master equations: continuous state space and common noise

Published:2023-11-08 Issue:10-12 Volume:48 Page:1245-1285
ISSN:0360-5302
Container-title:Communications in Partial Differential Equations
language:en
Short-container-title:Communications in Partial Differential Equations

Author:

Bertucci Charles¹

Affiliation:

1. CMAP, Ecole Polytechnique, Palaiseau, France

Publisher

Informa UK Limited

Subject

Applied Mathematics,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/03605302.2023.2276564

Reference29 articles.

1. Monotone solutions for mean field games master equations: finite state space and optimal stopping

2. Mean field games

3. Lions P.-L. (2011). Cours au college de france. www.college-de-france.fr.

4. Cardaliaguet, P., Delarue, F., Lasry, J.-M., Lions, P.-L. (2019). The Master Equation and the Convergence Problem in Mean Field Games:(AMS-201), Vol. 201. Princeton: Princeton University Press.

5. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

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