论文标题

由平均现场游戏问题引起的部分边界测量的逆问题的数值算法

A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem

论文作者

Chow, Yat Tin, Fung, Samy Wu, Liu, Siting, Nurbekyan, Levon, Osher, Stanley

论文摘要

在这项工作中,我们考虑了平均场比赛(MFG)中的一个新颖的逆问题。我们旨在恢复基于有限的人口动态的有限的嘈杂的部分观察,这些参数基于有限的部分观察到有限的孔径。由于其严重的不良性,获得高质量的重建非常困难。但是,至关重要的是,稳定有效地恢复模型参数,以揭示人口动态的基本原因,以满足实际需求。 我们的工作着重于从\ emph {人口概况和边界运动的有限数量的边界测量}中同时恢复MFG方程中的运行成本和相互作用能量。为了实现这一目标,我们将逆问题形式化为在适当规范下最小二乘残留功能的约束优化问题。然后,我们开发了一种快速稳健的操作员分裂算法,以使用包括谐波扩展,三操作员分裂方案和原始二重混合梯度方法在内的技术解决优化。数值实验说明了算法的有效性和鲁棒性。

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the population dynamics under the limited aperture. Due to its severe ill-posedness, obtaining a good quality reconstruction is very difficult. Nonetheless, it is vital to recover the model parameters stably and efficiently in order to uncover the underlying causes for population dynamics for practical needs. Our work focuses on the simultaneous recovery of running cost and interaction energy in the MFG equations from a \emph{finite number of boundary measurements} of population profile and boundary movement. To achieve this goal, we formalize the inverse problem as a constrained optimization problem of a least squares residual functional under suitable norms. We then develop a fast and robust operator splitting algorithm to solve the optimization using techniques including harmonic extensions, three-operator splitting scheme, and primal-dual hybrid gradient method. Numerical experiments illustrate the effectiveness and robustness of the algorithm.

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