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All issues ESAIM: COCV, 25 (2019) 10 Article references

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Cited article:

Global well-posedness of first-order mean field games and master equations with nonlinear dynamics

Alain Bensoussan, Tak Kwong Wong, Sheung Chi Phillip Yam and Hongwei Yuan
ESAIM: Control, Optimisation and Calculus of Variations 32 59 (2026)
https://doi.org/10.1051/cocv/2026039

Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and Their Associated Equations

Alain Bensoussan, Ziyu Huang, Shanjian Tang and Sheung Chi Phillip Yam
SIAM Journal on Mathematical Analysis 57 (5) 5494 (2025)
https://doi.org/10.1137/23M1617904

Mean field type control problems, some Hilbert-space-valued FBSDES, and related equations

Alain Bensoussan, Ho Man Tai and Sheung Chi Phillip Yam
ESAIM: Control, Optimisation and Calculus of Variations 31 33 (2025)
https://doi.org/10.1051/cocv/2025022

Finite dimensional projections of HJB equations in the Wasserstein space

Andrzej Święch and Lukas Wessels
The Annals of Applied Probability 35 (5) (2025)
https://doi.org/10.1214/25-AAP2205

Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations

Tianjiao Hua and Peng Luo
Journal of Theoretical Probability 38 (1) (2025)
https://doi.org/10.1007/s10959-024-01375-9

Stochastic optimal control in Hilbert spaces: C1,1 regularity of the value function and optimal synthesis via viscosity solutions

Filippo de Feo, Andrzej Święch and Lukas Wessels
Electronic Journal of Probability 30 (none) (2025)
https://doi.org/10.1214/25-EJP1294

Maximum Principle for Mean Field Type Control Problems with General Volatility Functions

Alain Bensoussan, Ziyu Huang and Sheung Chi Phillip Yam
International Game Theory Review 26 (02) (2024)
https://doi.org/10.1142/S0219198924400036

Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models

Filippo De Feo, Salvatore Federico and Andrzej Święch
SIAM Journal on Control and Optimization 62 (3) 1490 (2024)
https://doi.org/10.1137/23M1553960

Well-posedness for Hamilton–Jacobi equations on the Wasserstein space on graphs

Wilfrid Gangbo, Chenchen Mou and Andrzej Święch
Calculus of Variations and Partial Differential Equations 63 (7) (2024)
https://doi.org/10.1007/s00526-024-02758-w

Control on Hilbert spaces and application to some mean field type control problems

Alain Bensoussan, P. Jameson Graber and Sheung Chi Phillip Yam
The Annals of Applied Probability 34 (4) (2024)
https://doi.org/10.1214/24-AAP2060

Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data

Chenchen Mou and Jianfeng Zhang
Memoirs of the American Mathematical Society 302 (1515) (2024)
https://doi.org/10.1090/memo/1515

Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise

Sergio Mayorga and Andrzej Święch
SIAM Journal on Control and Optimization 61 (2) 820 (2023)
https://doi.org/10.1137/22M1489186

Linear-quadratic mean field games of controls with non-monotone data

Min Li, Chenchen Mou, Zhen Wu and Chao Zhou
Transactions of the American Mathematical Society 376 (6) 4105 (2023)
https://doi.org/10.1090/tran/8868

Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games

Wilfrid Gangbo and Alpár R. Mészáros
Communications on Pure and Applied Mathematics 75 (12) 2685 (2022)
https://doi.org/10.1002/cpa.22069

A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria

Jean-François Chassagneux, Dan Crisan and François Delarue
Memoirs of the American Mathematical Society 280 (1379) (2022)
https://doi.org/10.1090/memo/1379

Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity

Wilfrid Gangbo, Alpár R. Mészáros, Chenchen Mou and Jianfeng Zhang
The Annals of Probability 50 (6) (2022)
https://doi.org/10.1214/22-AOP1580

Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

Wilfrid Gangbo, Sergio Mayorga and Andrzej Świeͅch
SIAM Journal on Mathematical Analysis 53 (2) 1320 (2021)
https://doi.org/10.1137/20M1331135

Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls

Cong Wu and Jianfeng Zhang
The Annals of Applied Probability 30 (2) (2020)
https://doi.org/10.1214/19-AAP1521