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

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abstract

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.

fields

math.AP 1

years

2019 1

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ACCEPT 1

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