On Some Mean Field Games and Master Equations through the lens of conservation laws

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens only at the terminal time. The point of view via this transpor...

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Hauptverfasser:	Graber, P. Jameson, Mészáros, Alpár R
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Analysis of PDEs Mathematics - Optimization and Control
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