Mean-Field-Type Games in Engineering

@article{Djehiche2016MeanFieldTypeGI,
  title={Mean-Field-Type Games in Engineering},
  author={Boualem Djehiche and Alain Tcheukam Siwe and Hamidou Tembine},
  journal={ArXiv},
  year={2016},
  volume={abs/1605.03281}
}
A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some engineering applications of mean-field-type games including road traffic networks, multi-level building evacuation, millimeter wave wireless communications, distributed power networks, virus spread over networks, virtual machine resource management in cloud… 

Constrained Mean-Field-Type Games: Stationary Case

TLDR
A class of constrained mean-field-type games with several decision-makers interacting in a stationary environment is studied, providing a structure of payoffs with a decomposition that includes variance-aware cost.

Learning Correlated Equilibria in Mean-Field Games

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an N -player game typically grows

Mean-field-type games

This article examines games in which the payoffs and the state dynamics depend not onlyon the state-action profile of the decision-makers but also on a measure of the state-action pair. Thesegame

Linear-Quadratic Mean-Field-Type Games: A Direct Method

TLDR
The proposed method can be easily implemented by beginners and engineers who are new to the emerging field of mean-field-type game theory and the optimal strategies for decision-makers are shown to be in a state-and-mean-field feedback form.

Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching

TLDR
A linear–quadratic mean-field-type game problem under jump–diffusion–regime switching state dynamics that include mean- field terms in the states and in the cost function is studied.

Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations

TLDR
Numerical simulations of the price of anarchy indicate how the improvement in social cost achievable by a central planner depends on problem parameters.

Mean-Field-Type Games with Jump and Regime Switching

TLDR
It is shown that the extension to the risk-sensitive case generates a nonlinearity to the adjoint process and it involves three other processes associated with the diffusion, jump and regime switching, respectively.

Master adjoint systems in mean-field-type games

TLDR
This article presents mean-field-type games with both atomic and non-atomic decision-makers using Bellman systems, and establishes sufficiency conditions for equilibria in state-and-mean- field-type feedback strategies usingBellman systems.

Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games

TLDR
In this paper, zero-sum mean-field type games with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function and two policy optimization methods that rely on policy gradient are proposed for both model-based and sample-based frameworks.
...

References

SHOWING 1-10 OF 224 REFERENCES

Cooperative Mean-Field Type Games

Abstract In the standard formulation of a game, a player's payoff function depends on the states and actions of all the players. Yet, real world applications suggest to consider also a functional of

Mean field energy games in wireless networks

  • F. MériauxV. VarmaS. Lasaulce
  • Computer Science
    2012 Conference Record of the Forty Sixth Asilomar Conference on Signals, Systems and Computers (ASILOMAR)
  • 2012
TLDR
The main contribution of this work is to show how mean field games can be applied to the problem under investigation and provide illustrative numerical results.

Mean field games for cognitive radio networks

TLDR
This paper forms the interaction between primary user and large number of secondary users as an hierarchical mean field game and provides explicit formulas and algorithmic power management for both primary and secondary users.

Energy-constrained Mean Field Games in Wireless Networks

TLDR
This paper studies anti-jamming problems in energy-aware wireless networks using mean field stochastic games and provides explicit optimal strategies for both primary and secondary users based on attackers strategies.

Crowd-Averse Cyber-Physical Systems: The Paradigm of Robust Mean-Field Games

TLDR
A modeling framework at the interface of differential game theory, mathematical physics, and H∞-optimal control that tries to capture the mutual influence between a crowd and its individuals is established.

Mean-Field Games for Resource Sharing in Cloud-Based Networks

TLDR
This paper considers last level cache (LLC) sharing problems in large-scale cloud networks with a fair payoff function as a strategic decision-making problem and provides closed-form expression of the optimal pricing that gives an efficient resource-sharing policy.

Linear-Quadratic Mean-Field-Type Games: A Direct Method

TLDR
The proposed method can be easily implemented by beginners and engineers who are new to the emerging field of mean-field-type game theory and the optimal strategies for decision-makers are shown to be in a state-and-mean-field feedback form.

Mean Field Games and Mean Field Type Control Theory

Introduction.- General Presentation of Mean Field Control Problems.- Discussion of the Mean Field game.- Discussion of the Mean Field Type Control.- Approximation of Nash Games with a large number of

Network security as public good: A mean-field-type game theory approach

TLDR
It is shown that, generically, each user has a unique best response strategy to invest into security, and a mean-field-type model is proposed to capture the effect of the others' control actions on the security state.

Continuous Time Finite State Mean Field Games

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field
...