Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity-Reference-Cited by-同舟云学术

Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity

Published:2022-11-01 Issue:6 Volume:50 Page:
ISSN:0091-1798
Container-title:The Annals of Probability
language:
Short-container-title:Ann. Probab.

Author:

Gangbo Wilfrid¹,Mészáros Alpár R.²,Mou Chenchen³,Zhang Jianfeng⁴

Affiliation:

1. Department of Mathematics, University of California, Los Angeles

2. Department of Mathematical Sciences, University of Durham

3. Department of Mathematics, City University of Hong Kong

4. Department of Mathematics, University of Southern California

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference41 articles.

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2. MCCANN, R. J. (1997). A convexity principle for interacting gases. Adv. Math. 128 153–179.

3. LASRY, J.-M. and LIONS, P.-L. (2006). Jeux à champ moyen. I. Le cas stationnaire. C. R. Math. Acad. Sci. Paris 343 619–625.

4. BAYRAKTAR, E., CECCHIN, A., COHEN, A. and DELARUE, F. (2021). Finite state mean field games with Wright–Fisher common noise. J. Math. Pures Appl. (9) 147 98–162.

5. BERTUCCI, C., LASRY, J.-M. and LIONS, P.-L. (2019). Some remarks on mean field games. Comm. Partial Differential Equations 44 205–227.

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