Mean field games with state constraints: from mild to pointwise solutions of the PDE system
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,...
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| Veröffentlicht in: | Calculus of variations and partial differential equations Jg. 60; H. 3; S. 1 - 33 |
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| 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. |
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| AbstractList | 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. |
| ArticleNumber | 108 |
| Author | Capuani, Rossana Cannarsa, Piermarco Cardaliaguet, Pierre |
| Author_xml | – sequence: 1 givenname: Piermarco surname: Cannarsa fullname: Cannarsa, Piermarco organization: Dipartimento di Matematica, Università di Roma “Tor Vergata” – sequence: 2 givenname: Rossana surname: Capuani fullname: Capuani, Rossana organization: Dipartimento di Matematica, Università di Roma “Tor Vergata”, Rome, Italy, and CEREMADE, Université Paris-Dauphine – sequence: 3 givenname: Pierre surname: Cardaliaguet fullname: Cardaliaguet, Pierre email: cardaliaguet@ceremade.dauphine.fr organization: CEREMADE, Université Paris-Dauphine |
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| SubjectTerms | Analysis Analysis of PDEs Calculus of Variations and Optimal Control; Optimization Control Differential games Mathematical and Computational Physics Mathematics Mathematics and Statistics Optimal control Optimization and Control Systems Theory Theoretical |
| Title | Mean field games with state constraints: from mild to pointwise solutions of the PDE system |
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