相关论文: Convexification Numerical Method for the Retrospec…
Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
We investigate inverse backward-in-time problems for a class of second-order degenerate Mean-Field Game (MFG) systems. More precisely, given the final datum $(u(\cdot, T),m(\cdot, T))$ of a solution to the one-dimensional mean-field game…
A version of the convexification numerical method for a Coefficient Inverse Problem for a 1D hyperbolic PDE is presented. The data for this problem are generated by a single measurement event. This method converges globally. The most…
An $\left( n+1\right) -$D coefficient inverse problem for the radiative stationary transport equation is considered for the first time. A globally convergent so-called convexification numerical \ method is developed and its convergence…
In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…
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…
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the…
The second order Mean Field Games system (MFGS) in a bounded domain with the lateral Cauchy data is considered. This means that both Dirichlet and Neumann boundary data for the solution the MFGS are given. Two H\"older stability estimates…
We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best response strategies for the major agent and all minor agents…
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…
To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and…
We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…
Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…
The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…
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…
In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…
A new numerical method is proposed for a 1-D inverse medium scattering problem with multi-frequency data. This method is based on the construction of a weighted cost functional. The weight is a Carleman Weight Function (CWF). In other…
An inverse scattering problem for the 3D acoustic equation in time domain is considered. The unknown spatially distributed speed of sound is the subject of the solution of this problem. A single location of the point source is used. Using a…