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Convexification for a Coefficient Inverse Problem of Mean Field Games

Numerical Analysis 2023-10-16 v1 Numerical Analysis

Abstract

The globally convergent convexification numerical method is constructed for a Coefficient Inverse Problem for the Mean Field Games System. A coefficient characterizing the global interaction term is recovered from the single measurement data. In particular, a new Carleman estimate for the Volterra integral operator is proven, and it stronger than the previously known one. Numerical results demonstrate accurate reconstructions from noisy data.

Keywords

Cite

@article{arxiv.2310.08878,
  title  = {Convexification for a Coefficient Inverse Problem of Mean Field Games},
  author = {Michael V. Klibanov and Jingzhi Li and Zhipeng Yang},
  journal= {arXiv preprint arXiv:2310.08878},
  year   = {2023}
}