Related papers: Mean Field Games for Controlling Coherent Structur…
The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…
We analyze a fractional mean field game of controls system, showing existence of solutions when the order of the fractional Laplacian is $s\in(\frac{1}{2},1)$. Here the running cost depends on the distribution $\mu$ of not only the states…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
Torque-driven microscale swimming robots, or microrotors, hold significant potential in biomedical applications such as targeted drug delivery, minimally invasive surgery, and micromanipulation. This paper addresses the challenge of…
We propose a general model-free strategy for feedback control design of turbulent flows. This strategy called 'machine learning control' (MLC) is capable of exploiting nonlinear mechanisms in a systematic unsupervised manner. It relies on…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
This paper proposes an efficient computational framework for longitudinal velocity control of a large number of autonomous vehicles (AVs) and develops a traffic flow theory for AVs. Instead of hypothesizing explicitly how AVs drive, our…
We study a mean field optimal control problem with general non-Markovian dynamics, including both common noise and jumps. We show that its minimizers are Nash equilibria of an associated mean field game of controls. These types of games are…
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…
This note proposes a general control approach, called vector-field guided constraint-following control, to solve the dynamics control problem of geometric path-following for a class of uncertain mechanical systems. More specifically, it…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…
H\"older stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman…
We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon. Both methods are based on the introduction of a suitable loss function defined over the parameters of a neural network. This allows…
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…
In this work we develop a numerical method for solving a type of convex graph-structured tensor optimization problems. This type of problems, which can be seen as a generalization of multi-marginal optimal transport problems with…
This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…
Sampling synthetic turbulent fields as a computationally tractable surrogate for direct numerical simulations (DNS) is an important practical problem in various applications, and allows to test our physical understanding of the main…
In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…