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math.AP2024
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…
math.AP2024
Noise through an additional variable for mean field games master equation on finite state space
Charles Bertucci, Charles Meynard
This paper provides a mathematical study of the well-posedness of master equation on finite state space involving terms modelling common noise. In this setting, the solution of the…