English

Global well-posedness of Master equations for deterministic displacement convex potential mean field games

Analysis of PDEs 2021-10-19 v2 Functional Analysis

Abstract

This manuscript constructs global in time solutions to the master equationsmaster\ equations for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions, which are displacement convexdisplacement\ convex and so, it may be in dichotomy with the class of so--called monotonemonotone functions, 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\mathbb{R}^d and so, it is not compact.

Keywords

Cite

@article{arxiv.2004.01660,
  title  = {Global well-posedness of Master equations for deterministic displacement convex potential mean field games},
  author = {Wilfrid Gangbo and Alpár R. Mészáros},
  journal= {arXiv preprint arXiv:2004.01660},
  year   = {2021}
}

Comments

some sections rearranged, presentation improved, references updated; to appear in Comm. Pure Appl. Math