Overall, I am interested in applied and computational math.
Currently, I work on numerical methods and applications of mean-field games and optimal transport.
[2024.01] Our draft A Bilevel Optimization Method for Inverse Mean-Field Games is online.
In this paper, we formulate the inverse mean-field game problem as a bilevel optimization problem and propose and implement an alternating gradient algorithm to solve it.
We also study the model's unique identifiability and the algorithm's convergence.