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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
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
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
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