PDE Seminar (2017/7/25): On a Mean Field Game equation
 Date

2017725 16:30 
2017725 18:00
 Place
 Faculty of Science Building #3, Room 309

Speaker/Organizer
 Wilfrid Gangbo (University of California, Los Angeles)

 We construct a small time strong solution to a nonlocal HamiltonJacobi equation introduced by Lions, the socalled master equation, originating from the theory of Mean Field Games. We discover a link between metric viscosity solutions to local HamiltonJacobi equations studied independently by AmbrosioFeng and GSwiech, and the master equation. As a consequence we recover the existence of solutions to the First Order Mean Field Games equations, first proved by Lions. We make a more rigorous connection between the master equation and the Mean Field Games equations. (This talk is based on a joint work with A. Swiech).