A generalization of the Hopf-Cole transformation for stationary Mean-Field Games systems

Comptes Rendus Mathematique

Volumn 353, Issue 9, 2015, Pages 807-811

  Cirant, Marco ^a  

^a UNIVERSITY OF MILAN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84938751802     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2015.06.016     Document Type: Article

References (11)

1. Cardaliaguet P., Lasry J.-M., Lions P.-L., Porretta A. Long time average of mean field games. Netw. Heterog. Media 2012, 7(2):279-301.
2. 1+α local regularity of weak solutions of degenerate elliptic equations. Nonlinear Anal. 1983, 7(8):827-850.
3. Gomes D., Sánchez Morgado H. A stochastic Evans-Aronsson problem. Trans. Amer. Math. Soc. 2014, 366(2):903-929.
4. Guéant O. A reference case for mean field games models. J. Math. Pures Appl. 2009, 92(3):276-294.
5. Guéant O. Mean field games equations with quadratic Hamiltonian: a specific approach. Math. Models Methods Appl. Sci. 2012, 22(9):1250022. 37.
6. Huang M., Malhamé R.P., Caines P.E. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst. 2006, 6(3):221-251.
7. Lasry J.-M., Lions P.-L. Jeux à champ moyen. I. Le cas stationnaire. C. R. Acad. Sci. Paris, Ser. I 2006, 343(9):619-625.
8. Lasry J.-M., Lions P.-L. Jeux à champ moyen. II. Horizon fini et contrôle optimal. C. R. Acad. Sci. Paris, Ser. I 2006, 343(10):679-684.
9. Lasry J.-M., Lions P.-L. Mean field games. Jpn. J. Math. 2007, 2(1):229-260.
10. Lieberman G.M. Boundary regularity for solutions of degenerate elliptic equations. Nonlinear Anal. 1988, 12(11):1203-1219.
11. Lions P.-L. Cours au Collège de France http://www.college-de-france.fr.