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math.AP2015
The master equation and the convergence problem in mean field games
Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry +1
The paper studies the convergence, as tends to infinity, of a system of coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory.…
math.AP2015
Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions
Scott Armstrong, Pierre Cardaliaguet
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of…