Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system
Optimization and Control
2019-01-01 v1 Analysis of PDEs
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.
Cite
@article{arxiv.1812.11374,
title = {Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system},
author = {Piermarco Cannarsa and Rossana Capuani and Pierre Cardaliaguet},
journal= {arXiv preprint arXiv:1812.11374},
year = {2019}
}