Related papers: Long-Term Average Impulse Control with Mean Field …
The mean-field control problem for a multi-dimensional diffusion-aggregation system with Coulomb interaction (the so called parabolic elliptic Keller-Segel system) is considered. The existence of optimal control is proved through the…
We study a stochastic optimal control problem motivated by the operation of a large ensemble of residential storage devices coordinated by an energy aggregator. The aggregator remunerates prosumers in exchange for direct control of their…
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…
We study the synthesis of optimal control policies for large-scale multi-agent systems. The optimal control design induces a parsimonious control intervention by means of l-1, sparsity-promoting control penalizations. We study instantaneous…
Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…
Large-scale competitive platforms are interacting multi-agent systems in which latent skills drift over time and pairwise interactions are shaped by matchmaking. We study a controlled rating dynamics in the mean-field limit and derive a…
Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…
In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its mean field game equivalent. We demonstrate that optimal relaxed controls exist for two problem…
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…
Relationships between general long-range interacting classical systems on a lattice and the corresponding mean-field models (infinitely long-range interacting models) are investigated. We study systems in arbitrary dimension d for periodic…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as…
We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…
In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…
We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…
The interactions between a large population of high-frequency traders (HFTs) and a large trader (LT) who executes a certain amount of assets at discrete time points are studied. HFTs are faster in the sense that they trade continuously and…
In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…
This paper studies a class of consensus dynamics where the interactions between agents are affected by a time-varying unknown scaling factor. This situation is encountered in the control of robotic fleets over a wireless network or in…
This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To date, ecological systems under environmental noise are…
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…