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math.AP2015
A generalization of the Hopf-Cole transformation for stationary Mean Field Games systems
Marco Cirant
In this note we propose a transformation which decouples stationary Mean Field Games systems with superlinear Hamiltonians of the form |p|^r, and turns the Hamilton-Jacobi-Bellman…
math.AP2015★ 2 cited
On viscosity solutions to the Dirichlet problem for elliptic branches of nonhomogeneous fully nonlinear equations
Marco Cirant, Kevin R. Payne
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well…