First Order Mean Field Games with Density Constraints: Pressure Equals Price

In this paper we study Mean Field Game systems under density constraints as optimality conditions of two optimization problems in duality. A weak solution of the system contains an extra term, an additional price imposed on the saturated zones. We show that this price corresponds to the pressure fie...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	SIAM journal on control and optimization 2016-01, Vol.54 (5), p.2672-2709
Hauptverfasser:	Cardaliaguet, Pierre, Mészáros, Alpár R., Santambrogio, Filippo
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Optimization and Control
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!