Show simple item record

dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorCirant, Marco
dc.contributor.authorPorretta, Alessio
dc.date.accessioned2020-04-28T11:57:52Z
dc.date.available2020-04-28T11:57:52Z
dc.date.issued2023
dc.identifier.issn1435-9855
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20667
dc.language.isoenen
dc.subjectmean field games theory
dc.subject.ddc515en
dc.titleSplitting methods and short time existence for the master equations in mean field games
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherUniversita degli Studi di Padova;Italy
dc.description.abstractenWe develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master equations associated with MFGs with a major player. Both problems are infinite dimensional equations stated in the space of probability measures. Our new approach simplifies, shortens and generalizes previous existence results for second order master equations and provides the first existence result for systems associated with MFG problems with a major player.
dc.publisher.cityParisen
dc.relation.isversionofjnlnameJournal of the European Mathematical Society
dc.relation.isversionofjnlvol25
dc.relation.isversionofjnlissue5
dc.relation.isversionofjnldate2023
dc.relation.isversionofjnlpages1823–1918
dc.relation.isversionofdoi10.4171/JEMS/1227
dc.relation.isversionofjnlpublisherEuropean Mathematical Society
dc.subject.ddclabelAnalyseen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2024-02-06T13:44:03Z


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record