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Rossana Capuani, NC State, Mean field games with state constraints

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February 27 | 3:00 pm - 4:00 pm EST

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This talk will address deterministic mean field games for which agents are restricted in a closed domain of R^n with smooth boundary. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of initial conditions, the uniqueness of solutions to the minimization problem which is solved by each agent is no longer guaranted. Therefore we attack the problem by considering a relaxed version of it, for which the existence of equilibria can be proved by set-valued fixed point arguments. Then, we give a uniqueness result for such equilibria under a classical monotonicity assumption. Finally, by analyzing the regularity and sensitivity with respect to space variables of the relaxed solution, we will show that it satisfies the MFG system in suitable point-wise sense. These results have been obtained in collaboration with Piermarco Cannarsa (Rome Tor Vergata) and Pierre Cardaliaguet (Paris-Dauphine).

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Date

February 27

Time
3:00 pm - 4:00 pm
Event Categories:
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Location
SAS 4201