| Abstract: |
| In this talk, I introduce the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field effect is not too large. Through the stochastic maximum principle, we adopt the forward backward stochastic differential equation (FBSDE) approach to investigate the unique existence of the corresponding equilibrium strategies. Further analysis on the Jacobian flow of the FBSDE will be discussed so as to establish the classical well-posedness of the master equation on $R^d$. |
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