A two-point boundary value formulation of a class of multi-population mean-field games
File(s)MultiPop_MFG.pdf (628.71 KB)
Accepted version
Author(s)
Cristofaro, Andrea
Mylvaganam, T
Bauso, Dario
Type
Conference Paper
Abstract
We consider a multi-agent system consisting of
several populations. The interaction between large populations
of agents seeking to regulate their state on the basis of the
distribution of the neighboring populations is studied. Examples
of such interactions can typically be found in social networks
and opinion dynamics, where heterogeneous agents or clusters
are present and decisions are influenced by individual objectives
as well as by global factors. In this paper, such a problem
is posed as a multi-population mean-field game, for which
solutions depend on two partial differential equations, namely
the Hamilton-Jacobi-Bellman equation and the Fokker-Planck-
Kolmogorov equation. The case in which the distributions of
agents are sums of polynomials and the value functions are
quadratic polynomials is considered. It is shown that for this
class of problems, which can be considered as approximations of
more general problems, a set of ordinary differential equations,
with two-point boundary value conditions, can be solved in
place of the more complicated partial differential equations
characterizing the solution of the multi-population mean-field
game.
several populations. The interaction between large populations
of agents seeking to regulate their state on the basis of the
distribution of the neighboring populations is studied. Examples
of such interactions can typically be found in social networks
and opinion dynamics, where heterogeneous agents or clusters
are present and decisions are influenced by individual objectives
as well as by global factors. In this paper, such a problem
is posed as a multi-population mean-field game, for which
solutions depend on two partial differential equations, namely
the Hamilton-Jacobi-Bellman equation and the Fokker-Planck-
Kolmogorov equation. The case in which the distributions of
agents are sums of polynomials and the value functions are
quadratic polynomials is considered. It is shown that for this
class of problems, which can be considered as approximations of
more general problems, a set of ordinary differential equations,
with two-point boundary value conditions, can be solved in
place of the more complicated partial differential equations
characterizing the solution of the multi-population mean-field
game.
Date Issued
2018-10-29
Date Acceptance
2018-04-22
Citation
Proceedings of IEEE Conference on Control Technology and Applications, 2018
Publisher
IEEE
Journal / Book Title
Proceedings of IEEE Conference on Control Technology and Applications
Copyright Statement
© 2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Identifier
https://ieeexplore.ieee.org/abstract/document/8511530
Source
IEEE Conference on Control Technology and Applications
Publication Status
Published
Start Date
2018-08-21
Finish Date
2018-08-24
Coverage Spatial
Copenhagen, Denmark
Date Publish Online
2018-10-29