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dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorMészáros, Alpár Richárd
dc.contributor.authorSantambrogio, Filippo
dc.date.accessioned2017-10-31T10:44:06Z
dc.date.available2017-10-31T10:44:06Z
dc.date.issued2016
dc.identifier.issn0363-0129
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/16875
dc.language.isoenen
dc.subjectMean Field Game systemsen
dc.subject.ddc519en
dc.titleFirst order Mean Field Games with density constraints: Pressure equals Priceen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn 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 field from the models of incompressible Euler's equations à la Brenier. By this observation we manage to obtain a minimal regularity, which allows to write optimality conditions at the level of single agent trajectories and to define a weak notion of Nash equilibrium for our model.en
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol54en
dc.relation.isversionofjnlissue5en
dc.relation.isversionofjnldate2016-12
dc.relation.isversionofjnlpages2672-2709en
dc.relation.isversionofdoi10.1137/15M1029849en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01173947en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2017-10-31T10:39:17Z
hal.person.labIds60
hal.person.labIds178217
hal.person.labIds40


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