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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
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Rossana Capuani
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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.
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Dates et versions

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

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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) (3), pp.1-33. ⟨10.1007/s00526-021-01936-4⟩. ⟨hal-01964755⟩
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