A Tutorial On Mean-Field-Type Games and Risk-Aware Controllers. (2020)

• Record Type: Journal Article
• Authors: Barreiro-Gomez, Julian; Tembine, Hamidou
• Is Part Of: Annual reviews in control. Volume 50(2020)
• Page Start: 317
• Page End: 334
• Publication Date: 2020
• Subjects: Mean-field-type games -- Risk-aware control -- Variance-aware control -- Optimal control -- Engineering applications; Automatic control -- Periodicals; Periodicals; 629.805
• DOI: 10.1016/j.arcontrol.2020.05.003
• Languages: English
• ISSNs: 1367-5788

Abstract

Abstract: This paper presents a tutorial of the role that mean-field-type games play in the design of risk-aware controllers. The tutorial is presented in an easy-to-follow manner for beginners, engineers and early career scientists. It starts by introducing a basic stochastic mean-field-free control design problem and progressively adds more complexity to the problem setup navigating through the risk-aware control design, stochastic differential games, mean-field games, and concluding with mean-field-type games. All the problems are solved in a semi-explicit way by means of the direct method and some engineering applications, such as water distribution system and consensus under uncertainties, illustrate the performance of the presented risk-awareness framework.