Mean Field Games with state constraints: from mild to pointwise solutions of the PDE system
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,...
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| Zusammenfassung: | 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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| DOI: | 10.48550/arxiv.1812.11374 |