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;
2021-01-01
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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
