Mean field game master equation with individual and common noises (Part 2)

Chenchen Mou
University of California, Los Angeles (UCLA)
Department of Mathematics

In this talk, I will consider the mean field game master equation with individual and common noises. After introducing background on the equation, I will talk about recent progress on the equation and mention some open problems. This is based on a joint work with Jianfeng Zhang.


Back to High Dimensional Hamilton-Jacobi PDEs