Mean Field Game Master Equations with Non-separable Hamiltonians and Displacement Monotonicity
Professor Jianfeng ZHANG
Date & Time
14 Apr 2021 (Wed) | 11:00 AM - 12:00 PM
Venue
Online via ZOOM
ABSTRACT
It is well known that the monotonicity condition is crucial for the global wellposedness of mean field game master equations, and in the literature such condition is proposed only for separable Hamiltonians. In this talk, we propose a structural condition on non-separable Hamiltonians, in the spirit of the so-called displacement monotonicity condition, and then establish the global wellposedness for the master equation. The talk is based on a joint work with Wilfrid Gangbo, Alpar Meszaros, and Chenchen Mou.
Zoom Link:
https://cityu.zoom.us/j/912 41870855?pwd=ZGN6OV RGcVJGWi9EblBrVUdVbi tVQT09
Meeting ID:912 4187 0855
Password: 292852