Master equation for the finite state space planning problem
Analysis of PDEs
2021-07-21 v1
Abstract
We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under monotonicity assumptions, which are used crucially in the different proofs of the paper. We also make a link with the trajectories induced by the solution of the master equation and start a discussion on the case of boundary conditions.
Cite
@article{arxiv.2002.09330,
title = {Master equation for the finite state space planning problem},
author = {Charles Bertucci and Jean-Michel Lasry and Pierre-Louis Lions},
journal= {arXiv preprint arXiv:2002.09330},
year = {2021}
}