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.
Cannarsa, P., Capuani, R., Cardaliaguet, P. (2021). Mean field games with state constraints: from mild to pointwise solutions of the PDE system. CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS, 60(3) [10.1007/s00526-021-01936-4].
Mean field games with state constraints: from mild to pointwise solutions of the PDE system
Cannarsa, Piermarco;Capuani, Rossana;Cardaliaguet, Pierre
2021-01-01
Abstract
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.| File | Dimensione | Formato | |
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