Mean field games with state constraints: from mild to pointwise solutions of the PDE system
Author(s)
Date Issued
2021
Type
article
Volume
60
Issue
3
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.