Well-posedness of mean field games master equations involving non-separable local Hamiltonians
(2023)
Journal Article
Ambrose, D. M., & Mészáros, A. R. (2023). Well-posedness of mean field games master equations involving non-separable local Hamiltonians. Transactions of the American Mathematical Society, 376(4), 2481-2523. https://doi.org/10.1090/tran/8760
In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and local functions o... Read More about Well-posedness of mean field games master equations involving non-separable local Hamiltonians.