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Journal article
Well-posedness of mean field games master equations involving non-separable local Hamiltonians
Transactions of the American Mathematical Society, v 376(4), pp 2481-2523
01 Apr 2023
Abstract
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 of the measure variable, therefore the equation is restricted to absolutely continuous measures whose densities lie in suitable Sobolev spaces. Our results hold for smooth enough Hamiltonians, without any additional structural conditions as convexity or monotonicity.
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Details
- Title
- Well-posedness of mean field games master equations involving non-separable local Hamiltonians
- Creators
- David M. Ambrose - Drexel University, MathematicsAlpar R. Meszaros - Univ Durham, Dept Math Sci, Durham DH1 3LE, England
- Publication Details
- Transactions of the American Mathematical Society, v 376(4), pp 2481-2523
- Publisher
- Amer Mathematical Soc
- Number of pages
- 43
- Grant note
- ORA-2021-CRG10-4672.2 / King Abdullah University of Science and Technology Research Funding (KRF) DMS 1907684 / NSF; National Science Foundation (NSF) FA9550-18-1-0502 / Air Force
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Mathematics
- Web of Science ID
- WOS:000959452900008
- Scopus ID
- 2-s2.0-85150797615
- Other Identifier
- 991020373683304721
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- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Mathematics