Voir la notice de l'article provenant de la source Cambridge University Press
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
@article{10_1017_fms_2025_10130,
author = {Bansil, Mohit and M\'esz\'aros, Alp\'ar R.},
title = {Hidden monotonicity and canonical transformations for mean field games and master equations},
journal = {Forum of Mathematics, Sigma},
pages = {e182},
year = {2025},
volume = {13},
number = {1},
doi = {10.1017/fms.2025.10130},
url = {http://geodesic.mathdoc.fr/articles/10.1017/fms.2025.10130/}
}
TY - JOUR AU - Bansil, Mohit AU - Mészáros, Alpár R. TI - Hidden monotonicity and canonical transformations for mean field games and master equations JO - Forum of Mathematics, Sigma PY - 2025 SP - e182 VL - 13 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.1017/fms.2025.10130/ DO - 10.1017/fms.2025.10130 ID - 10_1017_fms_2025_10130 ER -
%0 Journal Article %A Bansil, Mohit %A Mészáros, Alpár R. %T Hidden monotonicity and canonical transformations for mean field games and master equations %J Forum of Mathematics, Sigma %D 2025 %P e182 %V 13 %N 1 %U http://geodesic.mathdoc.fr/articles/10.1017/fms.2025.10130/ %R 10.1017/fms.2025.10130 %F 10_1017_fms_2025_10130
[1] , and , Gradient Flows in Metric Spaces and in the Space of Probability Measures , Lectures in Mathematics ETH Zürich (Birkhäuser Verlag, Basel, 2008). Second edition. Google Scholar
[2] , ‘Well-posedness of mean field games with common noise under a weak monotonicity condition’, SIAM J. Control Optim. 54(1) (2016), 30–48.10.1137/140974730 Google Scholar | DOI
[3] and , ‘Well-posedness of mean field games master equations involving non-separable local Hamiltonians’, Trans. Amer. Math. Soc. 376(4) (2023), 2481–2523. Google Scholar
[4] , Mathematical Methods of Classical Mechanics, vol. 60 of Graduate Texts in Mathematics (Springer-Verlag, New York, 1989). Second edition. Translated from the Russian by K. Vogtmann and A. Weinstein.10.1007/978-1-4757-2063-1 Google Scholar | DOI
[5] , ‘Monotone solutions for mean field games master equations: finite state space and optimal stopping’, J. Éc. polytech. Math. 8 (2021), 1099–1132.10.5802/jep.167 Google Scholar | DOI
[6] , and , ‘Control on Hilbert spaces and application to some mean field type control problems’, Ann. Appl. Probab. 34(4) (2024), 4085–4136.10.1214/24-AAP2060 Google Scholar | DOI
[7] and , ‘On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations’, Bull. Lond. Math. Soc. 57(7) (2025), 2045–2057.10.1112/blms.70078 Google Scholar | DOI
[8] , and , ‘Global well-posedness of displacement monotone degenerate mean field games master equations’, SIAM J. Control Optim. 63(2) (2025), 993–1021.10.1137/23M1627651 Google Scholar | DOI
[9] , and , ‘A probabilistic approach to classical solutions of the master equation for large population equilibria’, Mem. Amer. Math. Soc. 280(1379) (2022), v+123. Google Scholar
[10] , and , ‘Splitting methods and short time existence for the master equations in mean field games’, J. Eur. Math. Soc. (JEMS) 25(5) (2023), 1823–1918.10.4171/jems/1227 Google Scholar | DOI
[11] and , Probabilistic Theory of Mean Field Games with Applications. I. Mean Field FBSDEs, Control, and Games, vol. 83 of Probability Theory and Stochastic Modelling (Springer, Cham, 2018). Google Scholar
[12] and , Probabilistic Theory of Mean Field Games with Applications . II. Mean Field Games with Common Noise and Master Equations, vol. 84 of Probability Theory and Stochastic Modelling (Springer, Cham, 2018). Google Scholar
[13] and , ‘Weak solutions to the master equation of potential mean field games’, Mem. Amer. Math. Soc., to appear (2024+). Google Scholar
[14] , , and , The Master Equation and the Convergence Problem in Mean Field Games, vol. 201 of Annals of Mathematics Studies (Princeton University Press, Princeton, NJ, 2019). Google Scholar
[15] and , ‘An introduction to mean field game theory’, in Mean Field Games, vol. 2281 of Lecture Notes in Math. (Springer, Cham, 2020), 1–158.10.1007/978-3-030-59837-2_1 Google Scholar | DOI
[16] and , ‘Global well-posedness of master equations for deterministic displacement convex potential mean field games’, Comm. Pure Appl. Math. 75(12) (2022), 2685–2801.10.1002/cpa.22069 Google Scholar | DOI
[17] and , ‘On monotonicity conditions for mean field games’, J. Funct. Anal. 285(9) (2023), 110095.10.1016/j.jfa.2023.110095 Google Scholar | DOI
[18] and , ‘On some mean field games and master equations through the lens of conservation laws’, Math. Ann. 390(3) (2024), 4497–4533.10.1007/s00208-024-02859-z Google Scholar | DOI
[19] , , and , ‘Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity’, Ann. Probab. 50(6) (2022), 2178–2217.10.1214/22-AOP1580 Google Scholar | DOI
[20] and , ‘On differentiability in the Wasserstein space and well-posedness for Hamilton–Jacobi equations’, J. Math. Pures Appl. (9) 125 (2019), 119–174.10.1016/j.matpur.2018.09.003 Google Scholar | DOI
[21] , and , ‘Large population stochastic dynamic games: closed-loop McKean–Vlasov systems and the Nash certainty equivalence principle’, Commun. Inf. Syst. 6(3) (2006), 221–252. Google Scholar
[22] and , ‘The master equation for mean field game systems with fractional and nonlocal diffusions’, J. Eur. Math. Soc. (JEMS), to appear (2025+).10.4171/jems/1681 Google Scholar | DOI
[23] , ‘Théorie des jeux de champ moyen et applications’, Cours au Collège de France (2007–2012). Google Scholar
[24] and , ‘Mean field games’, Jpn. J. Math. 2(1) (2007), 229–260.10.1007/s11537-007-0657-8 Google Scholar | DOI
[25] and , ‘Mean field games systems under displacement monotonicity’, SIAM J. Math. Anal. 56(1) (2024), 529–553.10.1137/22M1534353 Google Scholar | DOI
[26] and , ‘Mean field games of controls: propagation of monotonicities’, Probab. Uncertain. Quant. Risk 7(3) (2022), 247–274.10.3934/puqr.2022015 Google Scholar | DOI
[27] and , ‘Mean field game master equations with anti-monotonicity conditions’, J. Eur. Math. Soc. (JEMS), 27(11) (2025), 4469–4499.10.4171/jems/1455 Google Scholar | DOI
Cité par Sources :