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Decoding mean field games from population and environment observations by Gaussian processes

delete2024-07-01
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OA
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C
Chenchen Mou
X
Xianjin Yang *
C
Chao Zhou
DOI:10.1016/j.jcp.2024.112978delete
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Abstract

Abstract

En 中文
This paper presents a Gaussian Process (GP) framework, a non -parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover agents' strategic actions and the environment's configurations from partial and noisy observations of the population of agents and the setup of the environment. Our method is a probabilistic tool to infer the behaviors of agents in MFGs from data in scenarios where the comprehensive dataset is either inaccessible or contaminated by noises.
Keywords:
Gaussian processes
Mean field games
Inverse problems
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Journal

Journal of Computational Physics cover
Journal of Computational Physics
IF:
3.8
Papers:
1.5W
Citations:
7.4W

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C
California Institute of Technology
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2.9W
Papers: 2.5W
Citations: 4.9W
C
City University of Hong Kong
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Papers: 3.0W
Citations: 6.1W
N
National University of Singapore
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7.5W
Papers: 6.4W
Citations: 11.4W
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