Hidden monotonicity and canonical transformations for mean field games and master equations

Abstract

In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonicaltransformations$. Our findings contribute to establishing new global well-posedness results for the associated master equations, also in the case of potentially degenerate idiosyncratic noise. Additionally, we show that recent advancements in global well-posedness results, specifically those related to displacement semi-monotone and anti-monotone data, can be easily obtained as a consequence of our main results.

23 pages; to appear in Forum Math. Sigma

References in corpus (1)

• Wellposedness of Mean Field Games with Common Noise Under a Weak Monotonicity Condition