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相关论文: A Coefficient Inverse Problem for the Mean Field G…

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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

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

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…

计算机科学与博弈论 · 计算机科学 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou

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…

最优化与控制 · 数学 2024-11-13 Jiajia Yu , Quan Xiao , Tianyi Chen , Rongjie Lai

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

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…

偏微分方程分析 · 数学 2015-06-04 Oleg Imanuvilov , Masahiro Yamamoto

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 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…

偏微分方程分析 · 数学 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

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…

最优化与控制 · 数学 2026-03-12 Hanwei Yan , Xianjin Yang , Jingguo Zhang

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…

最优化与控制 · 数学 2025-10-14 Jiajia Yu , Jian-Guo Liu , Hongkai Zhao

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…

偏微分方程分析 · 数学 2024-02-22 Hongyu Liu , Shen Zhang

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,…

系统与控制 · 电气工程与系统科学 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

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…

数学物理 · 物理学 2015-06-12 M. Fedele , C. Vernia , P. Contucci

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…

机器学习 · 计算机科学 2025-12-02 Yang Chen , Libo Zhang , Jiamou Liu , Michael Witbrock

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…

数值分析 · 数学 2017-08-08 Michael V. Klibanov

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…

偏微分方程分析 · 数学 2025-01-14 Pierre Cardaliaguet , Benjamin Seeger , Panagiotis Souganidis

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…

偏微分方程分析 · 数学 2021-11-08 Rogelio Arancibia , Rodrigo Lecaros , Alberto Mercado , Sebastián Zamorano

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…

偏微分方程分析 · 数学 2017-09-08 Martino Bardi , Marco Cirant

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…

偏微分方程分析 · 数学 2022-03-23 Michael V. Klibanov , Vladimir G. Romanov

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…

偏微分方程分析 · 数学 2023-07-11 Oleg Imanuvilov , Hongyu Liu , Masahiro Yamamoto