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Convexification for a Coefficient Inverse Problem of Mean Field Games

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arxiv 2310.08878 v1 pith:W2XGCTIY submitted 2023-10-13 math.NA cs.NA

classification math.NAcs.NA
keywords coefficientconvexificationdatafieldgamesinversemeannumerical
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The globally convergent convexification numerical method is constructed for a Coefficient Inverse Problem for the Mean Field Games System. A coefficient characterizing the global interaction term is recovered from the single measurement data. In particular, a new Carleman estimate for the Volterra integral operator is proven, and it stronger than the previously known one. Numerical results demonstrate accurate reconstructions from noisy data.

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Cited by 1 Pith paper

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  1. Gaussian process policy iteration with additive Schwarz acceleration for forward and inverse HJB and mean field game problems

    cs.LG 2025-05 conditional novelty 6.0 of 10

    GPPI-AS offers a mesh-free, closed-form policy iteration solver for HJB and mean field game forward and inverse problems, with Schwarz acceleration cutting iterations roughly in half.

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