A particle system approach towards the global well-posedness of master equations for potential mean field games of control

This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical solution for the HJB equation is generated via a probabilistic ap...

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Hauptverfasser:	Liao, Huafu, Mou, Chenchen
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Analysis of PDEs Mathematics - Optimization and Control Mathematics - Probability
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