On monotone solutions of mean field games master equations
Author:
Publisher
Cellule MathDoc/CEDRAM
Subject
General Medicine
Link
https://proceedings.centre-mersenne.org/item/10.5802/slsedp.153.pdf
Reference10 articles.
1. [1] Charles Bertucci. Monotone solutions for mean field games master equations: finite state space and optimal stopping. Journal de l’École polytechnique — Mathématiques, 8:1099–1132, 2021.
2. [2] Charles Bertucci. Monotone solutions for mean field games master equations: continuous state space and common noise, 2021. arXiv:2107.09531.
3. [3] Charles Bertucci and Alekos Cecchin. Mean field games master equations: from discrete to continuous state space, 2022. Available at charles-bertucci@github.io.
4. [4] Charles Bertucci, Jean-Michel Lasry, and Pierre-Louis Lions. On Lipschitz solutions of mean field games master equations, 2022. Forthcoming.
5. [5] Pierre Cardaliaguet and Panagiotis Souganidis. Monotone solutions of the master equation for mean field games with idiosyncratic noise. SIAM Journal on Mathematical Analysis, 54(4):4198–4237, 2022.
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1. On monotone solutions of mean field games master equations;Séminaire Laurent Schwartz — EDP et applications;2022-10-11
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