Hölder Stability Estimate for a Retrospective Problem of Mean Field Games With a Non-Quadratic Hamiltonian

2023/10/28 by Michael V. Klibanov, Klibanov, Michael V., M. Yu. Kokurin +3
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #FOS: Mathematics #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2310.18799

openalex publication_date 2023/10/28 · openalex created_date 2023/11/01 · openalex updated_date 2026/07/28

Abstract

Hölder stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman estimates. The Mean Field Games theory has a broad range of applications in socio-economic sciences.

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