Mean-Field-Type Games for Engineers

This book provides a comprehensive introduction to mean-field-type control and game theory, with a focus on their applications in engineering. It covers deterministic optimal control, differential linear-quadratic games, and mean-field-type control and game problems with stochastic processes. It also discusses other game-theoretical concepts such as Berge, Stackelberg, adversarial/robust, and co-opetitive equilibria. The book includes numerical examples using a Matlab-based user-friendly toolbox and presents engineering applications in water distribution systems, micro-grid energy storage, stirred tank reactors, mechanism design for evolutionary dynamics, multi-level building evacuation problems, and COVID-19 propagation control.

Format: Hardback
Length: 492 pages
Publication date: 17 November 2021
Publisher: Taylor & Francis Ltd

This book serves as an excellent foundation for both working and conducting research in mean-field-type control and game theory. To facilitate understanding, we begin by studying deterministic optimal control and differential linear-quadratic games. We then gradually introduce complexity to the problem settings, culminating in the analysis of mean-field-type control and game problems involving multiple stochastic processes, such as Brownian motions, Poisson jumps, and random coefficients.

We delve beyond the Nash equilibrium, which is a solution for non-cooperative games, by examining other game-theoretical concepts such as Berge, Stackelberg, adversarial/robust, and co-opetitive equilibria. For mean-field-type game analysis, we offer several numerical examples using a Matlab-based user-friendly toolbox that is freely accessible to readers of this book.

We present several engineering applications in both continuous and discrete time, including water distribution systems, micro-grid energy storage, stirred tank reactors, mechanism design for evolutionary dynamics, multi-level building evacuation problems, and COVID-19 propagation control. Given the significant demand from engineering audiences, this book is highly timely and offers a comprehensive study of mean-field-type game theory. The book begins with foundational concepts and then delves into mathematical frameworks with detailed explanations. Engineering application examples are presented in depth, and popular learning approaches are also investigated. These advantageous features make this book an invaluable resource for anyone interested in applying game theory to real-world problems.

Weight: 926g
Dimension: 162 x 241 x 38 (mm)
ISBN-13: 9780367566128