Calculus of Variations and Geometric Measure Theory

M. Bansil - A. R. Mészáros

Hidden monotonicity and canonical transformations for mean field games and master equations

created by mészáros on 11 Mar 2024

[BibTeX]

Preprint

Inserted: 11 mar 2024

Year: 2024

ArXiv: 2403.05426 PDF

Abstract:

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional canonical transformations. Our findings contribute to establishing new global well-posedness results for the associated master equations, also in the case of potentially degenerate idiosyncratic noise. Additionally, we show that recent advancements in global well-posedness results, specifically those related to displacement semi-monotone and anti-monotone data, can be easily obtained as a consequence of our main results.