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