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Convexification for a Coefficient Inverse Problem of Mean Field Games (2310.08878v1)
Published 13 Oct 2023 in math.NA and cs.NA
Abstract: The globally convergent convexification numerical method is constructed for a Coefficient Inverse Problem for the Mean Field Games System. A coefficient characterizing the global interaction term is recovered from the single measurement data. In particular, a new Carleman estimate for the Volterra integral operator is proven, and it stronger than the previously known one. Numerical results demonstrate accurate reconstructions from noisy data.