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

摘要

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.