Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Calculus of Variations and Partial Differential Equations Année : 2021

Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system

Piermarco Cannarsa
  • Fonction : Auteur
  • PersonId : 859188
Rossana Capuani
  • Fonction : Auteur
  • PersonId : 1041021

Résumé

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.
Fichier principal
Vignette du fichier
CanCapCar2.pdf (378.84 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01964755 , version 1 (23-12-2018)

Identifiants

Citer

Piermarco Cannarsa, Rossana Capuani, Pierre Cardaliaguet. Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system. Calculus of Variations and Partial Differential Equations, 2021, 60(3), pp.1-33. ⟨hal-01964755⟩
69 Consultations
235 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More