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arXiv · 2501.11955

Simultaneously decoding the unknown stationary state and function parameters for mean field games

Abstract

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the unknown stationary state of MFGs, in addition to the underlying parameter functions governing their behavior. This result is novel, even in the general realm of inverse problems for nonlinear PDEs. By enabling agents to distill crucial insights from observed data and unveil intricate hidden structures and unknown states within MFG systems, our approach surmounts a significant obstacle, enhancing the applicability of MFGs in real-world scenarios. This advancement not only enriches our understanding of MFG dynamics but also broadens the scope for their practical deployment in various contexts.

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BibTeXRIS

Hongyu Liu, Catharine W. K. Lo. 2025-01-21. Simultaneously decoding the unknown stationary state and function parameters for mean field games. https://arxiv.org/abs/2501.11955

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