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

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CanCapCar2.pdf (417.2Kb)
Date
2018
Publisher city
Paris
Publisher
Cahier de recherche CEREMADE, Université Paris-Dauphine
Publishing date
12-2018
Collection title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Link to item file
https://hal.archives-ouvertes.fr/hal-01964755
Dewey
Analyse
Sujet
semiconcave functions; state constraints; mean field games; viscosity solutions
URI
https://basepub.dauphine.fr/handle/123456789/18576
Collections
  • CEREMADE : Publications
Metadata
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Author
Cannarsa, Piermarco
15788 Dipartimento di Matematica [Roma II] [DIPMAT]
Capuani, Rossana
Cardaliaguet, Pierre
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Document de travail / Working paper
Item number of pages
32
Abstract (EN)
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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