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Title: | Mean field games with state constraints: from mild to pointwise solutions of the PDE system | Authors: | Cannarsa, Piermarco Capuani, Rossana Cardaliaguet, Pierre |
Journal: | CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS | Issue Date: | 2021 | 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. |
URI: | http://hdl.handle.net/2067/48853 | ISSN: | 1432-0835 | DOI: | 10.1007/s00526-021-01936-4 | Rights: | CC0 1.0 Universal |
Appears in Collections: | A1. Articolo in rivista |
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