Short time solution to the master equation of a first order mean field game
- Series
- Dissertation Defense
- Time
- Friday, May 3, 2019 - 10:00 for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Sergio Mayorga – Graduate student – smayorga3@gatech.edu
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.