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arXiv · 2410.21541

Stability of backward inverse problems for degenerate mean-field game systems

S. E. Chorfi·A. Habbal·M. Jahid·L. Maniar·A. Ratnani
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Abstract

We investigate inverse backward-in-time problems for a class of second-order degenerate Mean-Field Game (MFG) systems. More precisely, given the final datum $(u(\cdot, T),m(\cdot, T))$ of a solution to the one-dimensional mean-field game system with a degenerate diffusion coefficient, we aim to determine the intermediate states $(u(\cdot,t_{0}),m(\cdot,t_{0}))$ for any $t_{0} \in [0, T)$, i.e., the value function and the mean distribution at intermediate times, respectively. We prove conditional stability estimates under suitable assumptions on the diffusion coefficient and the initial state $(u(\cdot,0),m(\cdot,0))$. The proofs are based on Carleman's estimates with a simple weight function. We first prove a Carleman estimate for the Hamilton-Jacobi-Bellman (HJB) equation. A second Carleman estimate will be derived for the Fokker-Planck (FP) equation. Then, by combining the two estimates, we obtain a Carleman estimate for the mean-field game system, leading to the stability of the backward problems.

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S. E. Chorfi, A. Habbal, M. Jahid, L. Maniar, A. Ratnani. 2024-10-28. Stability of backward inverse problems for degenerate mean-field game systems. https://doi.org/10.3934/eect.2025033

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