We prove some comparison principles for viscosity solutions of fully nonlinear degenerate elliptic equations that satisfy some conditions of partial non-degeneracy instead of the usual uniform ellipticity or strict monotonicity. These results are applied to the well-posedness of the Dirichlet problem under suitable conditions at the characteristic points of the boundary. The examples motivating the theory are operators of the form of sum of squares of vector fields plus a nonlinear first order Hamiltonian and the Pucci operator over the Heisenberg group

The existence of a Nash equilibrium feedback is established for a two-player nonzerosum stochastic differential game with discontinuous feedback. This is obtained by studying a parabolic system strongly coupled by discontinuous terms.

HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L'archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d'enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.

Abstract. We study fully nonlinear partial differential equations of Monge–Ampère type involving the derivatives with respect to a family of vector fields. The main result is a comparison principle among viscosity subsolutions, convex with respect to , and viscosity supersolutions (in a weaker sense than usual), which implies the uniqueness of solution to the Dirichlet problem. Its assumptions include the equation of prescribed horizontal Gauss curvature in Carnot groups. By the Perron method we also prove the existence of a solution either under a growth condition of the nonlinearity with respect to the gradient of the solution, or assuming the existence of a subsolution attaining continuously the boundary data, therefore generalizing some classical result for Euclidean Monge–Ampère equations.