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math.OC2026
Inverse Problems for Costs and Controls in LQG MFGs via Mean Field Trajectories
Grégoire Lambrecht, Mathieu Laurière
This paper investigates inverse problems for Linear-Quadratic-Gaussian (LQG) Mean Field Games (MFGs) based entirely on the observation of mean-covariance trajectories. We address t…
math.OC2025
Discrete-Time Mean Field Type Games: Probabilistic Setup
Grégoire Lambrecht, Mathieu Laurière
We introduce a general probabilistic framework for discrete-time, infinite-horizon discounted Mean Field Type Games (MFTGs) with both global common noise and team-specific common n…