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

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 نشر من قبل Pierre Cardaliaguet
 تاريخ النشر 2018
  مجال البحث
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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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