Well-posedness of the mean field game master equation on Carnot tori
Abstract
We study the master equation for a second-order mean field game on Carnot tori, which means the generic player can move periodically only along admissible trajectories given by the family of vector fields generating the Carnot group.
As examples of sub-Riemannian manifolds, Carnot groups represent a type of non-commutative groups characterized by stratified Lie algebra structures.
In order to obtain the well-posedness of the master equation, we analyze the properties of its solution by investigating a degenerate mean field game system for which there exists an equivalent characterization with the master equation.
The main part of this paper lies in leveraging the regularity properties of solutions to two classes of linear degenerate parabolic equations and a class of linear degenerate coupled systems to derive the existence of solutions to the master equation.
The research in this paper is motivated by \cite{19CDLL,24MMM}.
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