{ "id": "2102.09619", "version": "v1", "published": "2021-02-18T21:26:04.000Z", "updated": "2021-02-18T21:26:04.000Z", "title": "Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games", "authors": [ "Erhan Bayraktar", "Xin Zhang" ], "comment": "Keywords: McKean-Vlasov FBSDE, infinite horizon, mean field game, mean field type control", "categories": [ "math.OC", "math.PR" ], "abstract": "In this paper, we show existence and uniqueness of solutions of the infinite horizon McKean-Vlasov FBSDEs using two different methods, which lead to two different sets of assumptions. We use these results to solve the infinite horizon mean field type control problems and mean field games.", "revisions": [ { "version": "v1", "updated": "2021-02-18T21:26:04.000Z" } ], "analyses": { "subjects": [ "91A16", "49N80" ], "keywords": [ "infinite horizon mckean-vlasov fbsdes", "mean field control problems", "horizon mean field type", "field type control problems", "mean field type control" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }