Outputs (2)

On some mean field games and master equations through the lens of conservation laws (2024)
Journal Article
Graber, P. J., & Mészáros, A. R. (2024). On some mean field games and master equations through the lens of conservation laws. Mathematische Annalen, https://doi.org/10.1007/s00208-024-02859-z

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens only at the... Read More about On some mean field games and master equations through the lens of conservation laws.

Mean Field Games Systems under Displacement Monotonicity (2024)
Journal Article
Mészáros, A. R., & Mou, C. (2024). Mean Field Games Systems under Displacement Monotonicity. SIAM Journal on Mathematical Analysis, 56(1), 529-553. https://doi.org/10.1137/22m1534353

In this note we prove the uniqueness of solutions to a class of mean field games systems subject to possibly degenerate individual noise. Our results hold true for arbitrary long time horizons and for general nonseparable Hamiltonians that satisfy a... Read More about Mean Field Games Systems under Displacement Monotonicity.