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hal.structure.identifierDipartimento di Matematica [Roma II] [DIPMAT]
dc.contributor.authorCannarsa, Piermarco
hal.structure.identifier
dc.contributor.authorCapuani, Rossana
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorCardaliaguet, Pierre
dc.date.accessioned2019-03-26T10:03:03Z
dc.date.available2019-03-26T10:03:03Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18576
dc.language.isoenen
dc.subjectsemiconcave functionsen
dc.subjectstate constraintsen
dc.subjectmean field gamesen
dc.subjectviscosity solutionsen
dc.subject.ddc515en
dc.titleMean Field Games with state constraints: from mild to pointwise solutions of the PDE systemen
dc.typeDocument de travail / Working paper
dc.description.abstractenMean 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.en
dc.publisher.nameCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages32en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01964755en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2018-12
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-03-26T10:01:03Z
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