Hidden monotonicity and canonical transformations for mean field games and master equations
Forum of Mathematics, Sigma, Tome 13 (2025) no. 1, p. e182

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In this paper we unveil novel monotonicity conditions applicable to Mean Field Games through the exploration of finite dimensional canonical transformations. Our findings contribute to establishing new global well-posedness results for the associated master equations, also in the case of potentially degenerate idiosyncratic noise. Additionally, we show that recent advancements in global well-posedness results, specifically those related to displacement semi-monotone and anti-monotone data, can be easily obtained as a consequence of our main results.
Bansil, Mohit; Mészáros, Alpár R. Hidden monotonicity and canonical transformations for mean field games and master equations. Forum of Mathematics, Sigma, Tome 13 (2025) no. 1, p. e182. doi: 10.1017/fms.2025.10130
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