Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim ofthis paper is to provide a meaning of the PDE system associated with thesegames, the so-called Mean Field Game system with state constraints. For this,we show a global semiconvavity property of the value function associated withoptimal control problems with state constraints.

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

Rossana Capuani;
2021

Abstract

Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim ofthis paper is to provide a meaning of the PDE system associated with thesegames, the so-called Mean Field Game system with state constraints. For this,we show a global semiconvavity property of the value function associated withoptimal control problems with state constraints.
semiconcave functions
state constraints
mean field games
viscosity solutions
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1041821
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