Speaker:    

牟宸辰，香港城市大学
Inviter:      
Title:
    Mean field games master equations with non-separable Hamiltonian
Time & Venue:
    2021.10.18 10:00-11:00 腾讯会议号：653 890 754
Abstract:
    

In this talk, we give a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is brought to bear a global (in time) well-posedness theory, based on a--priori uniform Lipschitz estimates in the measure variable. Displacement monotonicity being sometimes in
dichotomy with the widely used Lasry-Lions monotonicity condition, the novelties of this work persist even when restricted to separable Hamiltonians. This is based on the joint work with W. Gangbo, A. Meszaros, J. Zhang.
--
FROM 202.121.181.*