Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
In this manuscript we propose a structural condition on nonseparable Hamiltonians, which we term displacement monotonicity condition, to study second-order mean field games master equations. A rate of dissipation of a bilinear form is brought to bear a global (in time) well-posedness theory, based on a priori uniform Lipschitz estimates …