3 papers
math.AP2025
Hidden monotonicity and canonical transformations for mean field games and master equations
Mohit Bansil, Alpár R. Mészáros
In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional . Our findings contr…
math.OC2025
On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
Mohit Bansil, Alpár R. Mészáros
In this note we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of $C^{1,…
math.AP2024
Global Well-Posedness of Displacement Monotone Degenerate Mean Field Games Master Equations
Mohit Bansil, Alpár R. Mészáros, Chenchen Mou
In this paper we construct global in time classical solutions to mean field games master equations in the lack of idiosyncratic noise in the individual agents' dynamics. These incl…