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Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity

Gangbo, Wilfrid; Mészáros, Alpár R.; Mou, Chenchen; Zhang, Jianfeng

Authors

Wilfrid Gangbo

Chenchen Mou

Jianfeng Zhang



Citation

Gangbo, W., Mészáros, A. R., Mou, C., & Zhang, J. (2022). Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity. Annals of Probability, 50(6), 2178-2217. https://doi.org/10.1214/22-aop1580

Journal Article Type Article
Acceptance Date Mar 28, 2022
Online Publication Date Nov 1, 2022
Publication Date 2022
Deposit Date Oct 24, 2022
Journal The Annals of Probability
Print ISSN 0091-1798
Publisher Institute of Mathematical Statistics
Volume 50
Issue 6
Pages 2178-2217
DOI https://doi.org/10.1214/22-aop1580