# Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG

created by dweik on 25 Feb 2019
modified on 01 May 2019

[BibTeX]

Submitted Paper

Inserted: 25 feb 2019
Last Updated: 1 may 2019

Year: 2019

Abstract:

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur through their dynamic, which depends on the distribution of all agents.

We start by considering the associated optimal control problem, showing that semi-concavity in space of the corresponding value function can be obtained by requiring as time regularity only a lower Lipschitz bound on the dynamics. We also prove differentiability of the value function along optimal trajectories under extra regularity assumptions.

We then provide a Lagrangian formulation for our mean field game and use classical techniques to prove existence of equilibria, which are shown to satisfy a MFG system. Our main result, which relies on the semi-concavity of the value function, states that an absolutely continuous initial distribution of agents with an $L^p$ density gives rise to an absolutely continuous distribution of agents at all positive times with a uniform bound on its $L^p$ norm. This is also used to prove existence of equilibria under fewer regularity assumptions on the dynamics thanks to a limit argument.

Keywords: Optimal control, Mean field games.