Home > Seminars > Regularity theory for mean-field games systems

Regularity theory for mean-field games systems By Dr. Edgard Pimentel (Universidade de Lisboa, Portugal)

  • Class schedule:  Wednesday, Jun 4th, 2014 from 2:00 pm to 03:00 pm
  • Location: Building 1, Room 3119
  • Refreshments:  Available @ 13:45 pm 
  • Seminar material available at: link
We consider time dependent mean-field games (MFG) with a local power-like dependence on the measure and Hamiltonians satisfying both sub and superquadratic growth conditions. We establish existence of smooth solutions under a certain set of conditions depending both on the growth of the Hamiltonian as well as on the dimension. In the subquadratic case this is done by combining a Gagliardo-Nirenberg type of argument with a new class of polynomial estimates for solutions of the Fokker-Planck equation in terms of $L^rL^P$-norms of $D_pH$. These techniques do not apply to the superquadratic case. In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of $L^\inftyL^\infty$-norms of $D_pH$. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians. This is a joint work with D. Gomes and H. Sanchez-Morgado.

Edgard Almeida Pimentel is a post-doctoral fellow at CAMGSD-IST, Universidade de Lisboa, financed by FCT-Portugal. Dr. Pimentel received his B.A. in Economics and his M.Sc. in Applied Mathematics from Universidade de São Paulo. In 2013, Dr. Pimentel obtained his Ph.D. in Mathematics from Universidade de Lisboa. His researchh interests are in Analysis of Partial Differential Equations, Stochastic Analysis and Mean-Field Games.