Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games
Author:
Affiliation:
1. Department of Mathematics, UCLA 520 Portola Plaza Los Angeles CA 90095 USA
2. Department of Mathematical Sciences, Durham University, Upper Mountjoy Durham DH1 3LE England
Publisher
Wiley
Subject
Applied Mathematics,General Mathematics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/cpa.22069
Reference44 articles.
1. Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
2. Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise
3. Existence theory for non-separable mean field games in Sobolev spaces
4. Existence Theory for a Time-Dependent Mean Field Games Model of Household Wealth
5. Hamiltonian ODEs in the Wasserstein space of probability measures
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