Master equation for the finite state space planning problem - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2020

Master equation for the finite state space planning problem

Résumé

We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under monotonicity assumptions, which are used crucially in the different proofs of the paper. We also make a link with the trajectories induced by the solution of the master equation and start a discussion on the case of boundary conditions.
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Dates et versions

hal-02486548 , version 1 (21-02-2020)
hal-02486548 , version 2 (05-11-2021)

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Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions. Master equation for the finite state space planning problem. 2020. ⟨hal-02486548v1⟩
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