Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

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.