00:00:00 / 00:00:00

Graphon mean field games and the GMFG equations

By Peter E. Caines

Appears in collection : Foules : modèles et commande / Crowds: Models and Control

Very large networks linking dynamical agents are now ubiquitous and there is significant interest in their analysis, design and control. The emergence of the graphon theory of large networks and their infinite limits has recently enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks [Gao and Caines, IEEE CDC 2017, 2018]. Furthermore, the study of the decentralized control of such systems has been initiated in [Caines and Huang, IEEE CDC 2018] where Graphon Mean Field Games (GMFG) and the GMFG equations are formulated for the analysis of non-cooperative dynamical games on unbounded networks. In this talk the GMFG framework will be first be presented followed by the basic existence and uniqueness results for the GMFG equations, together with an epsilon-Nash theorem relating the infinite population equilibria on infinite networks to that of finite population equilibria on finite networks.

Information about the video

  • Date of recording 05/06/2019
  • Date of publication 25/06/2019
  • Institution CIRM
  • Licence CC BY NC ND
  • Language English
  • Director(s) Luca Recanzone
  • Format MP4

Citation data

  • DOI 10.24350/CIRM.V.19534403
  • Cite this video Caines, Peter E. (05/06/2019). Graphon mean field games and the GMFG equations. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19534403
  • URL https://dx.doi.org/10.24350/CIRM.V.19534403

Bibliography

  • PAULI, Wolfgang et ENZ, Charles P. Thermodynamics and the kinetic theory of gases. Courier Corporation, 2000.
  • HERRON, Isom H. et FOSTER, Michael R. Partial differential equations in fluid dynamics. Cambridge University Press, 2008.
  • DOOB, J. L. Stochastic processes. Wiley, 1953. -
  • KARATZAS, Ioannis, SHREVE, Steven. Brownian motion and stochastic calculus. Springer Science & Business Media, vol. 113, 2012. - https://doi.org/10.1007/978-1-4612-0949-2
  • GUÉANT, Olivier. Existence and uniqueness result for mean field games with congestion effect on graphs. Applied Mathematics & Optimization, 2015, vol. 72, no 2, p. 291-303. - https://doi.org/10.1007/s00245-014-9280-2
  • DELARUE, François. Mean field games: A toy model on an Erdös-Renyi graph. ESAIM: Proceedings and Surveys, 2017, vol. 60, p. 1-26. - https://hal.archives-ouvertes.fr/hal-01457409/document
  • LOVÁSZ, László. Large networks and graph limits. American Mathematical Soc., Colloquium Publications, vol. 60, 2012.
  • LOVÁSZ, László et SZEGEDY, Balázs. Limits of dense graph sequences. Journal of Combinatorial Theory, Series B, 2006, vol. 96, no 6, p. 933-957. - https://doi.org/10.1016/j.jctb.2006.05.002
  • BORGS, Christian, CHAYES, Jennifer, LOVÁSZ, László, et al. Graph limits and parameter testing. In : Proceedings of the thirty-eighth annual ACM symposium on Theory of computing. ACM, 2006. p. 261-270.
  • BORGS, Christian, CHAYES, Jennifer T., LOVÁSZ, László, et al. Convergent sequences of dense graphs I: Subgraph frequencies, metric properties and testing. Advances in Mathematics, 2008, vol. 219, no 6, p. 1801-1851. - https://arxiv.org/abs/math/0702004
  • BORGS, Christian, CHAYES, Jennifer T., LOVÁSZ, László, et al. Convergent sequences of dense graphs II. Multiway cuts and statistical physics. Annals of Mathematics, 2012, vol. 176, no 1, p. 151-219. - https://doi.org/10.4007/annals.2012.176.1.2
  • GAO, S., CAINES, P. E. Controlling complex networks of linear systems via graphon limits. The Symposium of Controlling Complex Networks of NetSci17, June 2017.
  • GAO, S. Minimum energy control of arbitrary size networks of linear systems via graphon limits. The SIAM Workshop on Network Science, July 2017.
  • GAO, S. The control of arbitrary size networks of linear systems via graphon limits: An initial investigation. Proceedings of the 56th IEEE Conference on Decision and Control (CDC), pp. 1052-1057, Dec. 2017. - http://www.cim.mcgill.ca/~sgao/paper/CDC17GraphonMMControl.pdf
  • PARISE, Francesca et OZDAGLAR, Asuman. Graphon games. arXiv preprint arXiv:1802.00080, 2018. - https://arxiv.org/abs/1802.00080
  • GAO, Shuang et CAINES, Peter E. The control of arbitrary size networks of linear systems via graphon limits: An initial investigation. In : 2017 IEEE 56th Annual Conference on Decision and Control (CDC). IEEE, 2017. p. 1052-1057. - https://doi.org/10.1109/CDC.2017.8263796
  • HUANG, Minyi, CAINES, Peter E., et MALHAMÉ, Roland P. The NCE (mean field) principle with locality dependent cost interactions. IEEE Transactions on Automatic Control, 2010, vol. 55, no 12, p. 2799-2805. - https://doi.org/10.1109/TAC.2010.2069410
  • CAINES, Peter E. Mean field games. Encyclopedia of Systems and Control, 2015, p. 706-712. - https://link.springer.com/content/pdf/10.1007/978-1-4471-5102-9_30-1.pdf
  • CAINES, P.E., HUANG, M., MALHAME, R.P. Mean Field Games. In: Basar T., Zaccour G. (eds) Handbook of Dynamic Game Theory. Springer, p. 1-28, 2017. - https://doi.org/10.1007/978-3-319-27335-8_7-1
  • HUANG, Minyi, MALHAMÉ, Roland P., CAINES, Peter E., et al. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Communications in Information & Systems, 2006, vol. 6, no 3, p. 221-252. - http://www.ims.cuhk.edu.hk/~cis/2006.3/05.pdf
  • SZNITMAN, Alain-Sol. Topics in propagation of chaos. In : Ecole d'été de probabilités de Saint-Flour XIX—1989. Springer, Berlin, Heidelberg, 1991. p. 165-251. - https://doi.org/10.1007/BFb0085169
  • FLEMING, Wendell H. et RISHEL, Raymond W. Deterministic and stochastic optimal control. Springer Science & Business Media, 2012. - https://doi.org/10.1007/978-1-4612-6380-7
  • LADYZHENSKAIA, Olga Aleksandrovna, SOLONNIKOV, Vsevolod Alekseevich, et URAL'CEVA, Nina N. Linear and quasi-linear equations of parabolic type. American Mathematical Soc., 1968.
  • ŞEN, Nevroz et CAINES, Peter E. Mean field game theory with a partially observed major agent. SIAM Journal on Control and Optimization, 2016, vol. 54, no 6, p. 3174-3224. - https://doi.org/10.1137/16M1063010

Last related questions on MathOverflow

You have to connect your Carmin.tv account with mathoverflow to add question

Ask a question on MathOverflow




Register

  • Bookmark videos
  • Add videos to see later &
    keep your browsing history
  • Comment with the scientific
    community
  • Get notification updates
    for your favorite subjects
Give feedback