First order mean field games with density constraints: pressure equals price (Q2827480)

The paper deals with the first order mean field game system with a density constraint NEWLINE\[NEWLINE\begin{cases} -\partial_t u(t,x)+H(x,Du(t,x))=f(x,m(t,x))+\beta (t,x),\quad \text{in }(0,T)\times \mathbb{T}^d,\\ \partial_t m(t,x)-\operatorname{div}(mD_pH(x,Du(t,x))=0,\quad \text{in }(0,T)\times \mathbb{T}^d,\\ u(T,x)=g(x)+\beta_T(x),\quad m(0,x)=m_0(x),\quad \text{in } \mathbb{T}^d,\\ 0\leq m(t,x)\leq \bar m,\quad \text{in } [0,T]\times \mathbb{T}^d,\end{cases}NEWLINE\]NEWLINE where the torus \(\mathbb{T}^d:=\mathbb{R}^d/\mathbb{Z}^d\), and the extra terms \(\beta\) and \(\beta_T\) correspond to an extra price paid by the players to go through zones where the concentration is saturated (\(m=\bar m\)). The authors write the new optimal control problem for the players and obtain the optimality conditions along single-agent trajectories, and then they prove the existence of a local weak Nash equilibrium for the above problem.