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A Tutorial On Mean-Field-Type Games and Risk-Aware Controllers
Annual Reviews in Control ( IF 9.4 ) Pub Date : 2020-06-07 , DOI: 10.1016/j.arcontrol.2020.05.003
Julian Barreiro-Gomez , Hamidou Tembine

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.



中文翻译:

关于均场型博弈和风险意识控制器的教程

本文介绍了均场型游戏在风险感知控制器设计中所扮演的角色的教程。本教程以简单易懂的方式为初学者,工程师和早期职业科学家提供。首先介绍一个基本的随机无均值控制设计问题,然后逐步逐步提高问题设置的复杂性,逐步了解风险的控制设计,随机差分博弈,均值博弈,并得出均值场类型游戏。通过直接方法以半显式方式解决了所有问题,一些工程应用(例如供水系统和不确定性下的共识)说明了所提出的风险意识框架的性能。

更新日期:2020-06-07
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