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arXiv · 1812.11374

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

Piermarco Cannarsa·Rossana Capuani·Pierre Cardaliaguet
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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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Piermarco Cannarsa, Rossana Capuani, Pierre Cardaliaguet. 2018-12-29. Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system. https://arxiv.org/abs/1812.11374

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