Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games

By Wilfrid Gangbo, Alpár R. Mészáros. Communications on Pure and Applied Mathematics, 2020

83 citations recorded by the source corpus.

This manuscript constructs global in time solutions to master equations for potential mean field games. The study concerns a class of Lagrangians and initial data functions that are displacement convex, and so this property may be in dichotomy with the so‐called Lasry–Lions monotonicity, widely considered in the literature. We construct solutions to both the scalar and vectorial master equations in potential mean field games, when the underlying space is the whole space ℝd , and so it is not compact. © 2022 Wiley Periodicals, Inc.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/05510b4d0cf9ec6b6d1327205f3d42450f8f8773

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Jianfeng Zhang
2. Chenchen Mou
3. Alpár R. Mészáros
4. Wilfrid Gangbo
5. Cong Wu
6. Benoît Bonnet

In Finance

1. Chenchen Mou
2. Alpár R. Mészáros
3. Jianfeng Zhang
4. Wilfrid Gangbo
5. Adrien Richou
6. Marcel Nutz
7. Christian Bender
8. Nizar Touzi

In Mathematical Physics

1. Chenchen Mou
2. Wilfrid Gangbo
3. Alpár R. Mészáros
4. Jianfeng Zhang

Citations in the corpus

• Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity (2021, methodology): “For discussions on displacement monotone functions that fail to be Lasry-Lions monotone we refer to [3, 29] and to Subsection 2.”