A variational approach to second order mean field games with density constraints: the stationary case

DOI10.1016/j.matpur.2015.07.008zbMath1346.49058arXiv1502.06026OpenAlexW2963995492MaRDI QIDQ890425

Francisco J. Silva, Alpár Richárd Mészáros

Publication date: 10 November 2015

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06026

zbMATH Keywords

stochastic optimal controlvariational formulationsubdifferentialoptimality conditionmean field gamesconvex duality methodsdensity constraints

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Nonsmooth analysis (49J52) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Variational methods for elliptic systems (35J50) Duality theory (optimization) (49N15) Second-order elliptic systems (35J47)

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