text: The paper proposes a novel approach on estimating the parameters  \nof Mean field games (MFG). The key of the method is a reduction of the unknown parameter MFG to an  unknown parameter Markov Decision Process (MDP).\n\n This is an important class of models and I recommend the acceptance of the paper.\n\n I think that the general discussion about the collective behavior application should be more carefully presented and some better examples of applications should be easy to provide. In addition the authors may want to enrich their literature review and give references to alternative work on unknown MDP estimation methods cf. [1], [2] below. \n\n [1] Burnetas, A. N., & Katehakis, M. N. (1997). Optimal adaptive policies for Markov decision processes. Mathematics of Operations Research, 22(1), 222-255.\n\n [2] Budhiraja, A., Liu, X., & Shwartz, A. (2012). Action time sharing policies for ergodic control of Markov chains. SIAM Journal on Control and Optimization, 50(1), 171-195.