Related papers: A Coefficient Inverse Problem for the Mean Field G…
We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…
Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…
This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…
In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel problem. The primary benefit of our bilevel formulation lies in…
In this paper, we are concerned with the inverse problem of determining anomalies in the state space associated with the stationary mean field game (MFG) system. We establish novel unique identifiability results for the intrinsic structure…
We consider an inverse problem of determining coefficient matrices in an $N$-system of second-order elliptic equations in a bounded two dimensional domain by a set of Cauchy data on arbitrary subboundary. The main result of the article is…
This paper studies an inverse problem for a multipopulation mean field game (MFG) system where the objective is to reconstruct the running and terminal cost functions of the system that couples the dynamics of different populations. We…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…
Mean field games (MFGs) model the limit of large populations of strategically interacting agents, yet both forward and inverse problems remain challenging. For the forward problem, a difficulty is to design numerical methods with global…
This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative…
By following the study in [24], we consider an inverse boundary problem for the mean field game system where a probability density constraint is enforced on the game agents. That is, we consider the case that reflective boundary conditions…
This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…
The inverse problem method is tested for a class of mean field statistical mechanics models representing a mixture of particles of different species. The robustness of the inversion is investigated for different values of the physical…
Mean field games (MFGs) provide a mathematically tractable framework for modelling large-scale multi-agent systems by leveraging mean field theory to simplify interactions among agents. It enables applying inverse reinforcement learning…
By our definition, "restricted Dirichlet-to-Neumann map" (DN) means that the Dirichlet and Neumann boundary data for a Coefficient Inverse Problem (CIP) are generated by a point source running along an interval of a straight line. On the…
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic and common noise. The unique feature of the problem is that…
In this article we study the inverse problem of recovering a space-dependent coefficient of the Moore-Gibson-Thompson (MGT) equation, from knowledge of the trace of the solution on some open subset of the boundary. We obtain the Lipschitz…
We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time…
A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…
In a bounded domain $\Omega \subset \mathbb{R}^d$ over time interval $(0,T)$, we consider mean field game equations whose principal coefficients depend on the time and state variables with a general Hamiltonian. We attach the non-zero Robin…