This was part of Distributed Solutions to Complex Societal Problems Reunion Workshop

The Master Equation in a Bounded Domain under inveriance conditions for the state space

Antonis Zitridis, University of Chicago

Tuesday, February 21, 2023

Abstract: In this presentation, we will talk about the well-posedness (existence and uniqueness) of the Master Equation of Mean Field Games under invariance-type conditions, otherwise known as viability conditions for the controlled dynamics. The interior regularity of the solutions of the associated Mean Field Game system and its linearized version, which plays a crucial role in the proof of the existence, is obtained by the global regularity of the corresponding solutions in the Neumann boundary conditions case. We will also discuss the convergence problem.