Short time solution to the master equation of a first order mean field game

Dissertation Defense
Friday, May 3, 2019 - 10:00am
1 hour (actually 50 minutes)
Skiles 005
Graduate student

For a first order (deterministic) mean-field game with non-local running and initial couplings, a classical solution is constructed for the associated, so-called master equation, a partial differential equation in infinite-dimensional space with a non-local term, assuming the time horizon is sufficiently small and the coefficients are smooth enough, without convexity conditions on the Hamiltonian.