Mean field games with state constraints: from mild to pointwise solutions of the PDE system
Mean field games with state constraints: from mild to pointwise solutions of the PDE system
复制标题
具有状态约束的平均场博弈：从偏微分方程系统的温和解到逐点解
DOI：
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发表时间：
2018
影响因子：
2.1
通讯作者：
P. Cardaliaguet
中科院分区：
文献类型：
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作者：
P. Cannarsa;R. Capuani;P. Cardaliaguet
具有状态约束的平均场博弈是具有无限多个agent的微分博弈，每个agent都面临其状态的约束。本文的目的是提供与这些博弈相关的PDE系统的含义，即所谓的具有状态约束的平均场博弈系统。为此，我们展示了与状态约束的最优控制问题相关的值函数的全局半重力性质。
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.