{ "id": "1711.01063", "version": "v1", "published": "2017-11-03T08:54:19.000Z", "updated": "2017-11-03T08:54:19.000Z", "title": "Existence and uniqueness for Mean Field Games with state constraints", "authors": [ "Piermarco Cannarsa", "Rossana Capuani" ], "categories": [ "math.OC" ], "abstract": "In this paper, we study deterministic mean field games for agents who operate in a bounded domain. 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 the solution to the associated minimization problem is no longer guaranteed. We attack the problem by interpreting equilibria as measures in a space of arcs. In such a relaxed environment the existence of solutions follows by set-valued fixed point arguments. Then, we give a uniqueness result for such equilibria under a classical monotonicity assumption.", "revisions": [ { "version": "v1", "updated": "2017-11-03T08:54:19.000Z" } ], "analyses": { "subjects": [ "49J15", "49J30", "49J53", "49N90" ], "keywords": [ "state constraints", "uniqueness", "study deterministic mean field games", "equilibria", "monotonicity assumption" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }