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Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system
- Publication Year :
- 2018
-
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.
- Subjects :
- Mathematics - Optimization and Control
Mathematics - Analysis of PDEs
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1812.11374
- Document Type :
- Working Paper