Related papers: Mean-field selective optimal control via transient…
This paper introduces and analyzes a new class of mean-field control (\textsc{MFC}) problems in which agents interact through a \emph{fixed but controllable} network structure. In contrast with the classical \textsc{MFC} framework -- where…
We consider a jump-diffusion mean field control problem with regime switching in the state dynamics. The corresponding value function is characterized as the unique viscosity solution of a HJB master equation on the space of probability…
When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…
The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…
Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…
In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
We propose and analyze a framework for discrete-time robust mean-field control problems under common noise uncertainty. In this framework, the mean-field interaction describes the collective behavior of infinitely many cooperative agents'…
Liquid droplet dynamics are widely used in biological and engineering applications, which contain complex interfacial instabilities and pattern formation such as droplet merging, splitting, and transport. This paper studies a class of mean…
For noncooperative games the mean field (MF) methodology provides decentralized strategies which yield Nash equilibria for large population systems in the asymptotic limit of an infinite (mass) population. The MF control laws use only the…
Across science and engineering, mean-field methods have been a powerful and versatile approach for the analysis of systems of many interacting elements. However, common arguments used to characterize an infinite population limit can be…
We review a body of recent work by the author and collaborators on controlling the spatial organisation of large agent populations across multiple scales. A central theme is the systematic bridging of microscopic agent-level dynamics and…
Control of multi-agent systems via game theory is investigated. Assume a system level object is given, the utility functions for individual agents are designed to convert a multi-agent system into a potential game. First, for fixed…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
Conditional McKean-Vlasov control problems involve controlling McKean-Vlasov diffusions where the interaction occurs through the law of the state process conditionally on it staying in a domain. Introduced by Lions in his 2016 lectures at…
We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…