The infinity Laplacian, a highly degenerate elliptic operator formally defined by Δ∞u = uₓᵢ uₓⱼ uₓᵢₓⱼ, has emerged as a central object in the study of L∞ variational problems and optimal Lipschitz ...
VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLS
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting ...
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