A Coefficient Inverse Problem for the Mean Field Games System

Abstract

A Coefficient Inverse Problem (CIP) of the determination of a coefficient of the Mean Field Games System (MFGS) of the second order is considered. The input data are generated by a single measurement event. Lateral Cauchy data, i.e. Dirichlet and Neumann boundary data are given for solutions of both equations forming the MFGS. In addition, solutions of both these equations are given at a fixed moment of time. H\"older stability estimates are obtained for both complete and incomplete lateral Cauchy data. These estimates imply uniqueness of our CIP. The apparatus of Carleman estimates is the main mathematical tool of this paper.