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math.PR2026
Local well-posedness of general mean field game master equations
Chenchen Mou, Jianfeng Zhang, Jianjun Zhou
This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov for…
math.OC2026
On Information Controls
Zihao Gu, Jianfeng Zhang
In this paper we study an optimization problem in which the control is information, more precisely, the control is a -algebra or a filtration. In a dynamic setting, we establish…