Jianfeng Zhang, USC

Abstract: It is well known that the monotonicity condition is crucial for the global wellposedness of mean field game master equations. In the literature the monotonicity 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 such master equations.The talk is based on a joint work with Gangbo, Meszaros, and Mou.

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  • Cyrus Ashayeri

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