Reconstructing a state-independent cost function in a mean-field game model
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909287223132160 |
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| author | Ren, Kui Soedjak, Nathan Wang, Kewei Zhai, Hongyu |
| author_facet | Ren, Kui Soedjak, Nathan Wang, Kewei Zhai, Hongyu |
| contents | 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 uniqueness result for the inverse problem using the standard multilinearization technique. One of the main features of our work is that we insist that the population distribution be a probability measure, a requirement that is not enforced in some of the existing literature on theoretical inverse mean-field games. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_09297 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Reconstructing a state-independent cost function in a mean-field game model Ren, Kui Soedjak, Nathan Wang, Kewei Zhai, Hongyu Analysis of PDEs Optimization and Control 35Q89, 35R30, 91A16 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 uniqueness result for the inverse problem using the standard multilinearization technique. One of the main features of our work is that we insist that the population distribution be a probability measure, a requirement that is not enforced in some of the existing literature on theoretical inverse mean-field games. |
| title | Reconstructing a state-independent cost function in a mean-field game model |
| topic | Analysis of PDEs Optimization and Control 35Q89, 35R30, 91A16 |
| url | https://arxiv.org/abs/2402.09297 |