| 1. |
- Barreiro-Gomez, J., et al.
(author)
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Fractional Mean-Field-Type Games under Non-Quadratic Costs : A Direct Method
- 2019
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In: Proceedings of the IEEE Conference on Decision and Control. - : Institute of Electrical and Electronics Engineers Inc.. - 9781728113982 ; , s. 293-298
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Conference paper (peer-reviewed)abstract
- This work examines the solvability of fractional conditional mean-field-type games. The evolution of the state is described by a time-fractional stochastic dynamics driven by jump-diffusion-regime switching Gauss-Volterra processes which include fractional Brownian motion and multi-fractional Brownian motion. The cost functional is non-quadratic and includes a fractional-integral of an higher order polynomial. We provide semi-explicitly the equilibrium strategies in state-and-conditional mean-field-type feedback form for all decision-makers.
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| 2. |
- Djehiche, Boualem, 1962-, et al.
(author)
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Mean-field-type games for blockchain-based distributed power networks
- 2019
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In: Studies in Computational Intelligence. - Cham : Springer Nature. - 1860-949X .- 1860-9503. ; 809, s. 45-64
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Journal article (peer-reviewed)abstract
- In this paper we examine mean-field-type games in blockchain-based distributed power networks with several different entities: investors, consumers, prosumers, producers and miners. Under a simple model of jump-diffusion and regime switching processes, we identify risk-aware mean-field-type optimal strategies for the decision-makers.
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| 3. |
- Djehiche, Boualem, 1962-, et al.
(author)
-
Mean-field-type games in engineering
- 2017
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In: AIMS Electronics and Electrical Engineering. - : American Institute of Mathematical Sciences (AIMS). - 2578-1588. ; 1:1, s. 18-73
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Journal article (peer-reviewed)abstract
- A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some engineering applications of mean-field-type games including road traffic networks, multi-level building evacuation, millimeter wave wireless communications, distributed power networks, virus spread over networks, virtual machine resource management in cloud networks, synchronization of oscillators, energy-efficient buildings, online meeting and mobile crowdsensing.
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| 4. |
- Djehiche, Boualem, 1962-, et al.
(author)
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Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games
- 2020
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In: Dynamic Games and Applications. - : Birkhauser. - 2153-0785 .- 2153-0793. ; 10:4, s. 798-818
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Journal article (peer-reviewed)abstract
- In this article, a profit optimization between electricity producers is formulated and solved. The problem is described by a linear jump-diffusion system of conditional mean-field type where the conditioning is with respect to common noise and a quadratic cost functional involving the second moment, the square of the conditional expectation of the control actions of the producers. We provide semi-explicit solution of the corresponding mean-field-type game problem with common noise. The equilibrium strategies are in state-and-conditional mean-field feedback form, where the mean-field term is the conditional price given the realization of the global uncertainty. The methodology is extended to a situation of incomplete information mean-field-type game in which each producer knows its own type but not the types of the other producers. We compute the Bayesian mean-field-type equilibrium in a semi-explicit way and show that it is not ex post resilient.
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| 5. |
- Djehiche, Boualem, et al.
(author)
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Risk-sensitive mean-field type control under partial observation
- 2016
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In: Springer Proceedings in Mathematics and Statistics. - Cham : Springer. - 9783319234243 ; , s. 243-263
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Conference paper (peer-reviewed)abstract
- We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
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| 6. |
- Tcheukam, A., et al.
(author)
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Evacuation of multi-level building : Design, control and strategic flow
- 2016
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In: Proceedings of the 35th Chinese Control Conference 2016. - : IEEE Computer Society. - 9789881563910 ; , s. 9218-9223
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Conference paper (peer-reviewed)abstract
- This work introduces a simple mean-field network game that captures some of the key dynamic features of crowd and pedestrian flows in multi-level building evacuations. It considers a route choice by finite number of strategic agents. Each agent state is represented by a simple first order dynamical system. Each agent measures its local congestion measure based on its location in the building. Including the local congestion term and its evolution along the path causes a sort of dispersion of the flow: the agents will try to avoid high density areas in order to reduce their overall walking costs and queuing cost at the exits. Each agent will move to one the closest exits that is safer and that has less congestion through the path. The dynamics of lower layer floors are influenced not only by the agents in that floor but also by the incoming flow from the upper layers through the stairs leading to interacting flows between the floors. Numerics and simulations are carried out to illustrate mean-field equilibria of the evacuation process.
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