Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data
Published on 30. November 2024
Book
Paperback/Softback
86 pages
978-1-4704-7039-5 (ISBN)
More details
Series
Language
English
Place of publication
Providence
United States
Target group
Professional and scholarly
Dimensions
Height: 254 mm
Width: 178 mm
ISBN-13
978-1-4704-7039-5 (9781470470395)
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Schweitzer Classification
Persons
Chenchen Mou, City University of Hong Kong, People's Republic of China, and Jianfeng Zhang, University of Southern California, Los Angeles, California
Content
1. Introduction
2. Preliminaries and the main results
3. A smooth mollifier on Wasserstein space
4. Some crucial estimates for the function $V$
5. The good solution of master equations
6. The weak solution of master equations
7. The weak-viscosity solution of master equations
8. Convergence of the Nash system
9. Pointwise representation for Wasserstein derivatives
A. Appendix
2. Preliminaries and the main results
3. A smooth mollifier on Wasserstein space
4. Some crucial estimates for the function $V$
5. The good solution of master equations
6. The weak solution of master equations
7. The weak-viscosity solution of master equations
8. Convergence of the Nash system
9. Pointwise representation for Wasserstein derivatives
A. Appendix