Existence and uniqueness for mean field games with state constraints (Q2417903)

The authors discuss mean field games (see e.g. [\textit{J.-M. Lasry} and \textit{P.-L. Lions}, Jpn. J. Math. (3) 2, No. 1, 229--260 (2007; Zbl 1156.91321)]) for players operating in a bounded domain. The Lasry-Lions notion of mean field equilibrium is ``relaxed'' by replacing probability measures with measures on arcs. It allows to prove the existence of constrained equilibria by applying the Kakutani fixed point theorem for set-valued mappings [\textit{S. Kakutani}, Duke Math. J. 8, 457--459 (1941; Zbl 0061.40304; JFM 67.0742.03)]. Then the authors define a mild solution of the constrained mean field game and show that its existence results from the previously proved existence of the constrained equilibrium. Uniqueness of the mild solution could be demonstrated under classical monotonicity assupptions. Although the authors follow the Lagrangian line of reasoning (proposed in [\textit{J. D. Benamou}, \textit{G. Carlier} and \textit{F. Santanibrogio}, Variational mean field games. Cham: Birkhäuser. 141--171 (2017)]) they have had to overcome problems related to non-smoothness of solutions for the constrained case. For the entire collection see [Zbl 1411.35010].