On first order mean field game systems with a common noise
Author:
Affiliation:
1. Ceremade (UMR CNRS 7534), Université Paris-Dauphine PSL
2. Department of Mathematics, The University of Chicago
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference35 articles.
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3. BOUCHARD, B. and TOUZI, N. (2011). Weak dynamic programming principle for viscosity solutions. SIAM J. Control Optim. 49 948–962.
4. 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.
5. AMBROSIO, L. (2004). Transport equation and Cauchy problem for BV vector fields. Invent. Math. 158 227–260.
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