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We present the notion of monotone solution of mean field games master equations in the case of a continuous state space.
Viscosity solutions of hamilton-jacobi equations
Michael G Crandall and Pierre-Louis Lions · 1983
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A remark on regularization in hilbert spaces
Jean-Michel Lasry and Pierre-Louis Lions · 1986
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Borrowing constraints and aggregate economic activity
Jose A Scheinkman and Laurence Weiss · 1986
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User’s guide to viscosity solutions of second order partial differential equations
Michael G Crandall, Hitoshi Ishii, and Pierre-Louis Lions · 1992
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Income and wealth heterogeneity in the macroeconomy
Per Krusell and Anthony A Smith, Jr · 1998
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Large population stochastic dynamic games: closed-loop mckean-vlasov systems and the nash certainty equivalence principle
Minyi Huang, Roland P Malhamé, Peter E Caines, et al · 2006
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Mean field games
Jean-Michel Lasry and Pierre-Louis Lions · 2007
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Convex functions, monotone operators and differentiability , volume 1364
Robert R Phelps · 2009
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Cours au college de france
Pierre-Louis Lions · 2011
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Weak solutions to fokker–planck equations and mean field games
Alessio Porretta · 2015
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Mean field games with common noise
René Carmona, François Delarue, Daniel Lacker, et al · 2016
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The dynamics of inequality
Xavier Gabaix, Jean-Michel Lasry, Pierre-Louis Lions, and Benjamin Moll · 2016
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A general characterization of the mean field limit for stochastic differential games
Daniel Lacker · 2016
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Optimal stopping in mean field games, an obstacle problem approach
Charles Bertucci · 2018
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Probabilistic Theory of Mean Field Games with Applications I-II
René Carmona, François Delarue, et al · 2018
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Some remarks on mean field games
Charles Bertucci, Jean-Michel Lasry, and Pierre-Louis Lions · 2019
Cited alongside, same era.
Wellposedness of second order master equations for mean field games with nonsmooth data
Chenchen Mou and Jianfeng Zhang · 2020
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Monotone solutions for mean field games master equations: finite state space and optimal stopping
Charles Bertucci · 2021
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Master equation for the finite state space planning problem
Charles Bertucci, Jean-Michel Lasry, and Pierre-Louis Lions · 2021
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Set values for mean field games
Melih Iseri and Jianfeng Zhang · 2021
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Income and wealth distribution in macroeconomics: A continuous-time approach
Yves Achdou, Jiequn Han, Jean-Michel Lasry, Pierre-Louis Lions, and Benjamin Moll · 2022
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The Master Equation and the Convergence Problem in Mean Field Games:(AMS-201) , volume 201
Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry, and Pierre-Louis Lions · 2019
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On the convergence problem in mean field games: a two state model without uniqueness
Alekos Cecchin, Paolo Dai Pra, Markus Fischer, and Guglielmo Pelino · 2019
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On the convergence of closed-loop nash equilibria to the mean field game limit
Daniel Lacker · 2020
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Extended mean-field games
Pierre-Louis Lions and Panagiotis E Souganidis · 2020
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On first order mean field game systems with a common noise
Pierre Cardaliaguet and Panagiotis E Souganidis · 2022
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Selection by vanishing common noise for potential finite state mean field games
Alekos Cecchin and François Delarue · 2022
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Global well-posedness of master equations for deterministic displacement convex potential mean field games
Wilfrid Gangbo and Alpár R Mészáros · 2022
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Mean field games master equations with nonseparable hamiltonians and displacement monotonicity
Wilfrid Gangbo, Alpár R Mészáros, Chenchen Mou, and Jianfeng Zhang · 2022
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