4 papers
Extragradient methods for mean field games of controls and mean field type FBSDEs
Charles Meynard
In this paper we present a numerical scheme to solve coupled mean field forward-backward stochastic differential equations driven by monotone vector fields. This is based on an ada…
Lipschitz solutions to mean field games with a major player and applications
Charles Meynard
This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of L…
Monotone solutions to mean field games master equation in the L2-monotone setting
Charles Meynard
This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monoton…
A study of common noise in mean field games
Charles Meynard, Charles Bertucci
This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this…