中文
相关论文

相关论文: Inverse boundary problem for a mean field game sys…

200 篇论文

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…

最优化与控制 · 数学 2025-12-05 P. Jameson Graber , Kyle Rosengartner

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

最优化与控制 · 数学 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

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 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

In this paper, we propose and study an inverse boundary problem for the mean field games (MFGs) governed by the first-order master equation in a bounded domain. We establish the unique identifiability result by showing that the running cost…

偏微分方程分析 · 数学 2022-12-21 Hongyu Liu , Shen Zhang

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

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

偏微分方程分析 · 数学 2011-11-04 Filippo Santambrogio

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

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

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

The convexification numerical method with the rigorously established global convergence property is constructed for a problem for the Mean Field Games System of the second order. This is the problem of the retrospective analysis of a game…

数值分析 · 数学 2023-06-30 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

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

Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…

最优化与控制 · 数学 2019-01-01 Piermarco Cannarsa , Rossana Capuani , Pierre Cardaliaguet

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

In this paper, we study a priori estimates for a first-order mean-field planning problem with a potential. In the theory of mean-field games (MFGs), a priori estimates play a crucial role to prove the existence of classical solutions. In…

偏微分方程分析 · 数学 2020-03-06 Tigran Bakaryan , Rita Ferreira , Diogo Gomes

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

偏微分方程分析 · 数学 2019-03-18 Alessio Porretta , Michele Ricciardi

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

最优化与控制 · 数学 2026-03-27 François Delarue , Pierre Lavigne

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

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

最优化与控制 · 数学 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza
‹ 上一页 1 2 3 10 下一页 ›