Reconstructing a state-independent cost function in a mean-field game model

IF 4.6 Q2 MATERIALS SCIENCE, BIOMATERIALS
Kui Ren, Nathan Soedjak, Kewei Wang, Hongyu Zhai
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Abstract

In this short note, we consider an inverse problem to a mean-field games (MFGs) 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 MFGs.
重构均值场博弈模型中与状态无关的成本函数
在这篇短文中,我们考虑了均场博弈(MFGs)系统的逆问题,我们感兴趣的是如何从观测到的价值函数数据中重建与状态无关的运行成本函数。我们使用标准的多线性化技术为逆问题的唯一性结果提供了一个基本证明。我们工作的主要特点之一是,我们坚持认为人口分布是一个概率度量,而现有的一些关于理论逆 MFGs 的文献并没有强制执行这一要求。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
ACS Applied Bio Materials
ACS Applied Bio Materials Chemistry-Chemistry (all)
CiteScore
9.40
自引率
2.10%
发文量
464
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