Interior regularity conjecture for non-degenerate nonlocal mean field games

Let 2σ(0,2)2\sigma\in(0,2) and let L\mathcal{L} be a non-degenerate nonlocal operator satisfying condition (LC), let FF satisfy the non-degeneracy and structural assumptions, and let (f,g)RB(α,M)(f,g)\in\mathcal{R}_B(\alpha,M). Consider the Hamilton–Jacobi–Bellman equation associated with the mean field game system. Interior regularity conjecture. Assume (LC), the non-degeneracy condition on FF, (f,g)RB(α,M)(f,g)\in\mathcal{R}_B(\alpha,M), and assumptions (a:F1) and (a:F2). Then interior (α/2σ,α)(\alpha/2\sigma,\alpha)-regularity estimates hold for the Hamilton–Jacobi–Bellman equation. The conjecture concerns interior regularity for a broad class of nonlocal operators, including fractional Laplacians and nonsymmetric operators, in the fully nonlinear setting. The source notes that no results beyond the affine case are available.

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Primary source

Indranil Chowdhury, Espen R. Jakobsen and Miłosz Krupski, “On fully nonlinear parabolic mean field games with nonlocal and local diffusions”, arXiv:2104.06985 (2024).

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