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1. Mean field game master equations with anti-monotonicity conditions

   https://doi.org/10.4171/jems/1455  

   Mou, Chenchen; Zhang, Jianfeng (September 2025, Journal of the European Mathematical Society)

   It is well known that the monotonicity condition, either in Lasry–Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and solutions to mean field game systems. In the literature, the monotonicity conditions are always taken in a fixed direction. In this paper, we propose a new type of monotonicity condition in the opposite direction, which we call the anti-monotonicity condition, and establish the global well-posedness for mean field game master equations with non-separable Hamiltonians. Our anti-monotonicity condition allows our data to violate both the Lasry–Lions monotonicity and the displacement monotonicity conditions. 

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2. Mean field games of controls: Propagation of monotonicities

   https://doi.org/10.3934/puqr.2022015  

   Mou, Chenchen; Zhang, Jianfeng (January 2022, Probability, Uncertainty and Quantitative Risk)

   The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity conditions are crucial to guarantee the uniqueness of mean field equilibria and then the global wellposedness for master equations. In the literature the monotonicity condition could be the Lasry–Lions monotonicity, the displacement monotonicity, or the anti-monotonicity conditions. In this paper, we investigate these three types of monotonicity conditions for Mean Field Games of Controls and show their propagation along the solutions to the master equations with common noises. In particular, we extend the displacement monotonicity to semi-monotonicity, whose propagation result is new even for standard mean field games. This is the first step towards the global wellposedness theory for master equations of Mean Field Games of Controls. 

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3. Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of $$N$$-Player Weighted Games

   https://doi.org/10.1287/moor.2021.1230  

   Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François (March 2022, Mathematics of Operations Research)

   Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the simplex valued dynamics of an equilibrium by a so-called Wright–Fisher noise, very much in the spirit of stochastic models in population genetics. A key feature is that such a random forcing preserves the structure of the simplex, which is nothing but, in this setting, the probability space over the state space of the game. The purpose of this article is, hence, to elucidate the finite-player version and, accordingly, prove that N-player equilibria indeed converge toward the solution of such a kind of Wright–Fisher mean field game. Whereas part of the analysis is made easier by the fact that the corresponding master equation has already been proved to be uniquely solvable under the presence of the common noise, it becomes however more subtle than in the standard setting because the mean field interaction between the players now occurs through a weighted empirical measure. In other words, each player carries its own weight, which, hence, may differ from [Formula: see text] and which, most of all, evolves with the common noise. 

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4. Extended Mean Field Type Control Theory: A Master Equation Approach With Some Applications

   Bensoussan, Alain; Kim, Joohyun; Yam, Sheung (July 2025, Journal of optimization theory and applications)

   The primary objective of this article is to present a general framework for users and applications of the master equation approach in extended mean field type control, for- mulated with a McKean-Vlasov stochastic differential equation that depends on the law of both the control and state variables. This control problem has recently gained significant attention and has been extensively studied at the level of the Bellman equa- tion. Here, we extend the analysis to the master equation and derive the corresponding Hamilton-Jacobi-Bellman equation. A key novelty of our approach is that we do not directly rely on the Fokker-Planck equation, which surprisingly leads to a significant simplification. We provide a concise theoretical presentation with proofs, as the stan- dard theory of stochastic control is not directly applicable. In the current work, the solution is constructed using an ansatz-based approach to dynamic programming via the master equation.We illustrate this method with a practical example. All proofs are presented in a self-contained manner. This paper offers a structured presentation of the extended mean field type control problem, serving as a valuable toolbox for users who are less focused on mathematical intricacies but seek a general framework for application. 

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5. Lindblad master equations for quantum systems coupled to dissipative bosonic modes

   https://doi.org/10.48550/arXiv.2203.03302  

   Jäger, SB; Schmit, T; Morigi, G; Holland, MJ; Betzholz, R. (April 2022, ArXivorg)

   We present a general approach to derive Lindblad master equations for a subsystem whose dynamics is coupled to dissipative bosonic modes. The derivation relies on a Schrieffer-Wolff transformation which allows to eliminate the bosonic degrees of freedom after self-consistently determining their state as a function of the coupled quantum system. We apply this formalism to the dissipative Dicke model and derive a Lindblad master equation for the atomic spins, which includes the coherent and dissipative interactions mediated by the bosonic mode. This master equation accurately predicts the Dicke phase transition and gives the correct steady state. In addition, we compare the dynamics using exact diagonalization and numerical integration of the master equation with the predictions of semiclassical trajectories. We finally test the performance of our formalism by studying the relaxation of a NOON state and show that the dynamics captures quantum metastability beyond the mean-field approximation. 

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