Mean-Field-Type Games for Engineers

ISBN-13: 9780367566128 / Angielski / Twarda / 2021 / 492 str.

Julian Barreiro-Gomez; Hamidou Tembine

Opis

This book comprises an appropriate background to work and do research on mean-field-type control and game theory. It starts with studying the deterministic optimal control and differential linear-quadratic games, and progressively moves to analyzing mean-field-type control and game problems incorporating several stochastic processes.

Spis treści

I. Preliminaries. 1. Introduction. II. Mean-Field-Free and Mean-Field Games. 2. Mean-Field-Free Games. 3. Mean-Field Games. III. One-Dimensional Mean-Field-Type Games. 4. Continuous-Time Mean-Field-Type Games. 5. Co-opetitive Mean-Field-Type Games. 6. Mean-Field-Type Games with Jump-Di usion and Regime Switching. 7. Mean-Field-Type Stackelberg Games. 8. Berge Equilibrium in Mean-Field-Type Games. IV. Matrix-Valued Mean-Field-Type Games. 9. Matrix-Valued Mean-Field-Type Games. 10. A Class of Constrained Matrix-Valued Mean-Field-Type Games. V. Discrete-Time Mean-Field-Type Games. 11. One-Dimensional Discrete-Time Mean-Field-Type Games. 12. Matrix-Valued Discrete-Time Mean-Field-Type Games. VI. Learning Approaches and Applications. 13. Constrained Mean-Field-Type Games: Stationary Case. 14. Mean-Field-Type Model Predictive Control. 15. Data-Driven Mean-Field-Type Games. 16. Applications.