Joint Inference of Trajectory and Obstacle in Mean-Field Games via Bilevel Optimization

Fuente: arXiv
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Main Authors: Huang, Han, Yu, Jiajia, Chen, Tianyi, Lai, Rongjie
Format: Preprint
Published: 2025
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author Huang, Han
Yu, Jiajia
Chen, Tianyi
Lai, Rongjie
author_facet Huang, Han
Yu, Jiajia
Chen, Tianyi
Lai, Rongjie
contents Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to recover optimal agent trajectories and the unseen spatial obstacle given partial observation on the former. To this end, we use a special type of generative models, normalizing flow, to represent the trajectories and propose a novel formulation of inverse MFG as a bilevel optimization (BLO) problem. We demonstrate the effectiveness of our approach across various MFG scenarios, including those involving multi-modal and disjoint obstacles, highlighting its robustness with respect to obstacle complexity and dimensionality. Alternatively, our formulation can be interpreted as regularizing maximum likelihood trajectory learning with MFG assumptions, which improves generalization performance especially with scarce training data. Impressively, our method also recovers the hidden obstacle with high fidelity in this low-data regime.
format Preprint
id arxiv_https___arxiv_org_abs_2507_19344
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Joint Inference of Trajectory and Obstacle in Mean-Field Games via Bilevel Optimization
Huang, Han
Yu, Jiajia
Chen, Tianyi
Lai, Rongjie
Optimization and Control
Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to recover optimal agent trajectories and the unseen spatial obstacle given partial observation on the former. To this end, we use a special type of generative models, normalizing flow, to represent the trajectories and propose a novel formulation of inverse MFG as a bilevel optimization (BLO) problem. We demonstrate the effectiveness of our approach across various MFG scenarios, including those involving multi-modal and disjoint obstacles, highlighting its robustness with respect to obstacle complexity and dimensionality. Alternatively, our formulation can be interpreted as regularizing maximum likelihood trajectory learning with MFG assumptions, which improves generalization performance especially with scarce training data. Impressively, our method also recovers the hidden obstacle with high fidelity in this low-data regime.
title Joint Inference of Trajectory and Obstacle in Mean-Field Games via Bilevel Optimization
topic Optimization and Control
url https://arxiv.org/abs/2507.19344