Unique determination of cost functions in a multipopulation mean field game model

Fuente: arXiv
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Hauptverfasser: Ren, Kui, Soedjak, Nathan, Wang, Kewei
Format: Preprint
Veröffentlicht: 2023
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author Ren, Kui
Soedjak, Nathan
Wang, Kewei
author_facet Ren, Kui
Soedjak, Nathan
Wang, Kewei
contents 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 derive uniqueness results for the inverse problem with different types of available data. In particular, we show that it is possible to uniquely reconstruct some simplified forms of the cost functions from data measured only on a single population component under mild additional assumptions on the coupling mechanism. The proofs are based on the standard multilinearization technique that allows us to reduce the inverse problems into simplified forms.
format Preprint
id arxiv_https___arxiv_org_abs_2312_01622
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Unique determination of cost functions in a multipopulation mean field game model
Ren, Kui
Soedjak, Nathan
Wang, Kewei
Analysis of PDEs
Optimization and Control
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 derive uniqueness results for the inverse problem with different types of available data. In particular, we show that it is possible to uniquely reconstruct some simplified forms of the cost functions from data measured only on a single population component under mild additional assumptions on the coupling mechanism. The proofs are based on the standard multilinearization technique that allows us to reduce the inverse problems into simplified forms.
title Unique determination of cost functions in a multipopulation mean field game model
topic Analysis of PDEs
Optimization and Control
url https://arxiv.org/abs/2312.01622