The mean field games system: Carleman estimates, Lipschitz stability and uniqueness

DOI10.1515/jiip-2023-0023zbMath1518.35677arXiv2303.03928OpenAlexW4367680579MaRDI QIDQ6112108

Michael V. Klibanov

Publication date: 7 July 2023

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.03928

zbMATH Keywords

uniquenessLipschitz stabilityCarleman estimateadditional initial conditionill-posed and inverse problemsmean field games systemquasi-Carleman estimate

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Mean field games (aspects of game theory) (91A16) PDEs in connection with mean field game theory (35Q89)

Related Items (5)

Unique continuation for a mean field game system ⋮ On the mean field games system with lateral Cauchy data via Carleman estimates ⋮ Inverse problems for mean field games ⋮ A coefficient inverse problem for the mean field games system ⋮ Hölder stability and uniqueness for the mean field games system via Carleman estimates

Cites Work

• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• Mean field games
• The inverse scattering problem on a fixed energy level for two- dimensional Schrödinger operator
• Investigation methods for inverse problems
• Carleman estimates for coefficient inverse problems and numerical applications.
• Numerical study of the stock market crises based on mean field games approach
• Inverse problems and Carleman estimates. Global uniqueness, global convergence and experimental data
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Carleman estimates for global uniqueness, stability and numerical methods for coefficient inverse problems
• Approximate Global Convergence and Adaptivity for Coefficient Inverse Problems
• Carleman estimates for parabolic equations and applications
• Inverse problems and Carleman estimates
• Lipschitz stability in inverse parabolic problems by the Carleman estimate
• On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
• Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
• The d-bar approach to approximate inverse scattering at fixed energy in three dimensions
• Inverse problems for partial differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The mean field games system: Carleman estimates, Lipschitz stability and uniqueness