We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master equations associated with MFGs with a major player. Both problems are infinite dimensional equations stated in the space of probability measures. Our new approach simplifies, shortens and generalizes previous existence results for second order master equations and provides the first existence result for systems associated with MFG problems with a major player
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
We present the notion of monotone solution of mean field games master equations in the case of a con...
We present the notion of monotone solution of mean field games master equations in the case of a con...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
This paper provides a mathematical study of the well-posedness of master equation on finite state sp...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
We develop a theory of existence and uniqueness of solutions of MFG master equations when the initia...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
We present the notion of monotone solution of mean field games master equations in the case of a con...
We present the notion of monotone solution of mean field games master equations in the case of a con...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
We develop a splitting method to prove the well-posedness, in short time, of solutions for two maste...
This paper provides a mathematical study of the well-posedness of master equation on finite state sp...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
These notes are an introduction to Mean Field Game (MFG) theory, which models differential games inv...
We develop a theory of existence and uniqueness of solutions of MFG master equations when the initia...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
Mean field game (MFG) systems describe equilibrium configurations in games with infinitely many inte...
We present the notion of monotone solution of mean field games master equations in the case of a con...
We present the notion of monotone solution of mean field games master equations in the case of a con...