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math.AP2025
Second-order monotonicity conditions and mean field games with volatility control
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both…
math.AP2024
Global Well-Posedness of Displacement Monotone Degenerate Mean Field Games Master Equations
Mohit Bansil, Alpár R. Mészáros, Chenchen Mou
In this paper we construct global in time classical solutions to mean field games master equations in the lack of idiosyncratic noise in the individual agents' dynamics. These incl…