Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system
Cannarsa, Piermarco; Capuani, Rossana; Cardaliaguet, Pierre (2018), Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system. https://basepub.dauphine.fr/handle/123456789/18576
TypeDocument de travail / Working paper
External document linkhttps://hal.archives-ouvertes.fr/hal-01964755
Series titleCahier de recherche CEREMADE, Université Paris-Dauphine
MetadataShow full item record
Dipartimento di Matematica [Roma II] [DIPMAT]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the so-called Mean Field Game system with state constraints. For this, we show a global semiconvavity property of the value function associated with optimal control problems with state constraints.
Subjects / Keywordssemiconcave functions; state constraints; mean field games; viscosity solutions
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