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Minimax Theory and its Applications 01 (2016), No. 1, 065--082
Copyright Heldermann Verlag 2016

Local Regularity for Mean-Field Games in the Whole Space

Diogo A. Gomes
King Abdullah University of Science and Technology, CEMSE Division, Thuwal 23955-6900, Saudi Arabia

Edgard Pimentel
Department of Mathematics, Universidade Federal de São Carlos, 13.560-250 São Carlos-SP, Brazil


We investigate the Sobolev regularity for mean-field games in the whole space ${\mathbb R}^d$. This is achieved by combining integrability for the solutions of the Fokker-Planck equation with estimates for the Hamilton-Jacobi equation in Sobolev spaces. To avoid the mathematical challenges due to the lack of compactness, we prove an entropy dissipation estimate for the adjoint variable. This, together with the non-linear adjoint method, yields uniform estimates for solutions of the Hamilton-Jacobi equation in $W^{1,p}_{loc}({\mathbb R}^d)$.

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