arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2212.09110math.APmath.OC
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关于平均场对策的一个逆边值问题

On an inverse boundary problem for mean field games

Hongyu Liu, Shen Zhang

摘要:

在本文中,我们提出并研究了有界区域中由一阶主方程控制的平均场对策(MFG)的逆边界问题。我们建立了唯一的可识别性的结果表明,运行费用函数在任何给定的适当的(状态)时空子域是唯一确定的MFG边界数据的子域。我们的研究有几个突出的特点。MFG系统耦合两个非线性抛物型偏微分方程,其中一个在时间上向前,另一个在时间上向后,并且存在概率测度约束。这使得反问题的研究成为一个新的领域,具有很强的挑战性。我们开发了一个有效的和高效的计划,在处理反问题,包括高阶变化的概率空间周围的非平凡分布,和建设一类新的CGO解决方案,作为"探测模式”。本文的研究为制造流场反问题的研究开辟了一个新的领域。

英文摘要:

In this paper, we propose and study an inverse boundary problem for the mean field games (MFGs) governed by the first-order master equation in a bounded domain. We establish the unique identifiability result by showing that the running cost function within any given proper (state) space-time subdomain is uniquely determined by the MFG boundary data of this subdomain. There are several salient features of our study. The MFG system couples two nonlinear parabolic PDEs with one forward in time and the other one backward in time, and moreover there is a probability measure constraint. These make the inverse problem study new to the literature and highly challenging. We develop an effective and efficient scheme in tackling the inverse problem including the high-order variation in the probability space around a nontrivial distribution, and the construction of a novel class of CGO solutions to serve as the ``probing modes". Our study opens up a new field of research on inverse problems for MFGs.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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