中文
相关论文

相关论文: On an inverse boundary problem for mean field game…

200 篇论文

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…

最优化与控制 · 数学 2024-03-05 Hongyu Liu , Shen Zhang

This paper investigates the simultaneous reconstruction of the running cost function and the internal topological structure within the mean-field games (MFG) system utilizing partial boundary data. The inverse problem is notably challenging…

最优化与控制 · 数学 2024-08-20 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…

偏微分方程分析 · 数学 2024-02-26 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

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…

偏微分方程分析 · 数学 2025-02-17 Kui Ren , Nathan Soedjak , Kewei Wang

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

最优化与控制 · 数学 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

偏微分方程分析 · 数学 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…

偏微分方程分析 · 数学 2024-10-02 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

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…

偏微分方程分析 · 数学 2025-05-14 Hongyu Liu , Catharine W. K. Lo

The theory of mean field games studies the limiting behaviors of large systems where the agents interact with each other in a certain symmetric way. The running and terminal costs are critical for the agents to decide the strategies.…

最优化与控制 · 数学 2023-07-05 Hongyu Liu , Chenchen Mou , Shen Zhang

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

数值分析 · 数学 2022-04-12 Yat Tin Chow , Samy Wu Fung , Siting Liu , Levon Nurbekyan , Stanley Osher

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…

最优化与控制 · 数学 2020-07-23 Lisang Ding , Wuchen Li , Stanley Osher , Wotao Yin

In this short note, we consider an inverse problem to a mean-field games system where we are interested in reconstructing the state-independent running cost function from observed value-function data. We provide an elementary proof of a…

偏微分方程分析 · 数学 2024-08-16 Kui Ren , Nathan Soedjak , Kewei Wang , Hongyu Zhai

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

最优化与控制 · 数学 2020-08-12 Haoyang Cao , Xin Guo

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

数值分析 · 数学 2017-05-02 Diogo Gomes , Joao Saude

The goal of this paper is to study the long time behavior of solutions of the first-order mean field game (MFG) systems with a control on the acceleration. The main issue for this is the lack of small time controllability of the problem,…

最优化与控制 · 数学 2020-07-07 Pierre Cardaliaguet , Cristian Mendico

Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…

偏微分方程分析 · 数学 2026-03-03 AbdulRahman M. Alharbi , Yuri Ashrafyan , Diogo Gomes

In this paper, we propose and study the utilization of the Dirichlet-to-Neumann (DN) map to uniquely identify the discount functions $r, k$ and cost function $F$ in a stationary mean field game (MFG) system. This study features several…

最优化与控制 · 数学 2023-08-15 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

最优化与控制 · 数学 2018-05-16 Saeed Hadikhanloo , Francisco José Silva

We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…

最优化与控制 · 数学 2023-03-07 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

数值分析 · 数学 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang
‹ 上一页 1 2 3 10 下一页 ›