TITLE:
Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems
AUTHORS:
Vassili Kolokoltsov, Wei Yang
KEYWORDS:
Kinetic Equation; Mean Field Control; Global Existence; Path Dependence; Nonlinear Markov Process; Coupled Backward-Forward Systems
JOURNAL NAME:
Open Journal of Optimization,
Vol.2 No.2,
June
18,
2013
ABSTRACT: This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.