The Master Equation in Mean Field Games
Speaker: Pierre Cardaliaguet, Université Paris-Dauphine
Location: Warren Weaver Hall 1302
Date: Thursday, February 9, 2017, 11 a.m.
In mean field game theory, the master equation is a kind of nonlinear, nonlocal transport equation stated on the space of measure. Based on joint works with Delarue, Lasry, Lions and Porretta, I will discussed the well-posedness of the equation and its applications to mean field games.