We derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical problem is widely investigated. The novelty of our result lies in the fact that the presence of state constraints enters the Euler-Lagrange equations as a local feedback, which allows to derive the C-1,C-1-smoothness of solutions. As an application, we discuss a constrained Mean Field Games problem, for which our optimality conditions allow to construct Lipschitz relaxed solutions, thus improving an existence result due to the first two authors.

C1;1-smoothness of constrained solutions in the calculus of variations withapplication to mean field games

Capuani, Rossana;
2018-01-01

Abstract

We derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical problem is widely investigated. The novelty of our result lies in the fact that the presence of state constraints enters the Euler-Lagrange equations as a local feedback, which allows to derive the C-1,C-1-smoothness of solutions. As an application, we discuss a constrained Mean Field Games problem, for which our optimality conditions allow to construct Lipschitz relaxed solutions, thus improving an existence result due to the first two authors.
necessary conditions
state constraints
mean field games
constrained MFG equilibrium
mild solution
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1041722
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