南方科技大学知识苑(SUSTech KC): Convexification Numerical Method for the Retrospective Problem of Mean Field Games

题名	Convexification Numerical Method for the Retrospective Problem of Mean Field Games
作者	Klibanov，Michael V.1; Li，Jingzhi2 ; Yang，Zhipeng3,4
通讯作者	Yang，Zhipeng
发表日期	2024-08-01
DOI	10.1007/s00245-024-10152-3
发表期刊	Applied Mathematics and Optimization 影响因子和分区
ISSN	0095-4616
EISSN	1432-0606
卷号	90 期号:1
摘要	The convexification numerical method with the rigorously established global convergence property is constructed for a problem for the Mean Field Games System of the second order. This is the problem of the retrospective analysis of a game of infinitely many rational players. In addition to traditional initial and terminal conditions, one extra terminal condition is assumed to be known. Carleman estimates and a Carleman Weight Function play the key role. Numerical experiments demonstrate a good performance for complicated functions. Various versions of the convexification have been actively used by this research team for a number of years to numerically solve coefficient inverse problems.
关键词	35R30 91A16 Carleman estimates Convexification Global convergence Numerical studies The mean field games system
相关链接	[Scopus记录]
收录类别	SCI ; EI
语种	英语
学校署名	通讯
EI入藏号	20242516267064
EI主题词	Convergence of numerical methods
EI分类号	Numerical Methods:921.6
ESI学科分类	MATHEMATICS
Scopus记录号	2-s2.0-85195924447
来源库	Scopus
引用统计
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/778624
专题	理学院_数学系深圳国际数学中心（杰曼诺夫数学中心）（筹）理学院_深圳国家应用数学中心
作者单位	1.Department of Mathematics and Statistics,University of North Carolina at Charlotte,Charlotte,28223,United States 2.Department of Mathematics & amp; National Center for Applied Mathematics Shenzhen & amp; SUSTech International Center for Mathematics,Southern University of Science and Technology,Shenzhen,518055,China 3.Department of Mathematics,Southern University of Science and Technology,Shenzhen,518055,China 4.School of Mathematics and Statistics,Lanzhou University,Lanzhou,730000,China
通讯作者单位	数学系
推荐引用方式 GB/T 7714	Klibanov，Michael V.,Li，Jingzhi,Yang，Zhipeng. Convexification Numerical Method for the Retrospective Problem of Mean Field Games[J]. Applied Mathematics and Optimization,2024,90(1).
APA	Klibanov，Michael V.,Li，Jingzhi,&Yang，Zhipeng.(2024).Convexification Numerical Method for the Retrospective Problem of Mean Field Games.Applied Mathematics and Optimization,90(1).
MLA	Klibanov，Michael V.,et al."Convexification Numerical Method for the Retrospective Problem of Mean Field Games".Applied Mathematics and Optimization 90.1(2024).