In this paper, we study a class of linear-quadratic (LQ) mean-field games in which the individual control process is constrained in a closed convex subsetΓof full space ℝm. The decentralized strategies and consistency condition are represented by a class of mean-field forward-backward stochastic differential equation (MF-FBSDE) with projection operators onΓ. The wellposedness of consistency condition system is obtained using the monotonicity condition method. The relatedϵ-Nash equilibrium property is also verified.
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Hu et al. (2017) studied this question.
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