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math.AP2026
Master equations with an individual noise on finite state graphs
Wilfrid Gangbo, Sebastian Munoz, Jeremy Wu +1
We develop a classical well-posedness and regularity theory on a finite connected weighted graph for an extended mean field game system, its associated master equation, and a Hamil…
math.AP2025
Large -limit of matrix control problems and non-commutative controls
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for random matrix ensembles with thei…
math.AP2025
Viscosity Solutions in Non-commutative Variables
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the…