An Inverse Problem With the Final Overdetermination for the Mean Field Games System

arXiv2305.01065MaRDI QIDQ6509903FDOQ6509903

Authors: Michael V. Klibanov, Jingzhi Li, Hongyu Liu 

Abstract: The mean field games theory has broad application in social sciences. The topic of inverse problems is new in this theory. Coefficient Inverse Problems (CIPs) for a generalized mean field games system of the second order are considered. Dirichlet and Neumann boundary data either at a part of the boundary or on the whole boundary are given. In addition, initial and terminal conditions are given. H"older stability estimates are proven in the case of partial boundary data, and Lipschitz stability estimates are proven in the case of complete boundary data. These estimates imply uniqueness of corresponding CIPs. The proofs are based on two new Carleman estimates. A new feature of these estimates is that the Carleman Weight Function is independent on time. This leads to the mutual cancellation of parasitic integrals over {t=0} and {t=T}, which occur in the integrations of pointwise Carleman estimates.

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