Interior regularity conjecture for non-degenerate nonlocal mean field games
Let and let be a non-degenerate nonlocal operator satisfying condition (LC), let satisfy the non-degeneracy and structural assumptions, and let . Consider the Hamilton–Jacobi–Bellman equation associated with the mean field game system. Interior regularity conjecture. Assume (LC), the non-degeneracy condition on , , and assumptions (a:F1) and (a:F2). Then interior -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.
References
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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