偏微分方程式セミナー(2017/7/25): On a Mean Field Game equation

開催日時
2017年   7月 25日 16時 30分 ~ 2017年   7月 25日 18時 00分
場所
北海道大学理学部3号館3-309室
講演者
Wilfrid Gangbo 氏 (カリフォルニア大学ロサンゼルス校)
 
We construct a small time strong solution to a nonlocal Hamilton-Jacobi equation introduced by Lions, the so-called master equation, originating from the theory of Mean Field Games. We discover a link between metric viscosity solutions to local Hamilton-Jacobi equations studied independently by Ambrosio-Feng and G-Swiech, 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).

関連項目

研究集会・セミナー・集中講義の一覧へ