Analytical Aspect of Mean Field Games, Part 1

Wilfrid Gangbo
University of California, Los Angeles (UCLA)

We briefly cover some of the analytical aspects of Mean Field Games and its connections with optimal transportation theory. We highlight geometric aspects of some important operators in Mean Field Games, such as the common noise operator. We introduce to the so-called master equation and comment on its importance and interpretation with other areas of mathematics, such as fluid mechanics.

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