Mean-Field-Type Games for Engineers
Julian Barreiro-Gomez, New York University, Abu Dhabi;
Hamidou Tembine, New York University, Abu Dhabi
CRC Press, Inc., 2021
ISBN: 9780367566128;
Language: English
The contents of this book comprise an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposition and explanation even easier, we first study the deterministic optimal control and differential linear-quadratic games. Then, we progressively add complexity step-by-step and little-by-little to the problem settings until we finally study and analyze mean-field-type control and game problems incorporating several stochastic processes, e.g., Brownian motions, Poisson jumps, and random coefficients.
Mean-Field-Type Games for Engineers goes beyond the Nash equilibrium, which provides a solution for non-cooperative games, by analyzing other game-theoretical concepts such as the Berge, Stackelberg, adversarial/robust, and co-opetitive equilibria. For the mean-field-type game analysis, we provide several numerical examples using a MATLAB user-friendly toolbox that is available for the free use to the readers of this book.
The book presents several engineering applications in both continuous and discrete time. Among these applications we find the following: water distribution systems, micro-grid energy storage, stirred tank reactor, mechanism design for evolutionary dynamics, multi-level building evacuation problem, and the COVID-19 propagation control.
