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

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • Contributors:
      Dipartimento di Matematica [Roma II] (DIPMAT); Università degli Studi di Roma Tor Vergata [Roma]; CEntre de REcherches en MAthématiques de la DEcision (CEREMADE); Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL; Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)
    • بيانات النشر:
      HAL CCSD, 2018.
    • الموضوع:
      2018
    • نبذة مختصرة :
      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.
    • Rights:
      OPEN
    • الرقم المعرف:
      edsair.doi.dedup.....5a0a76b3df1ceb8f4cc969dcac7e162c