6533b853fe1ef96bd12ad78f

RESEARCH PRODUCT

Density flow over networks: A mean-field game theoretic approach

Antonis PapachristodoulouDario BausoXuan Zhang

subject

game theoryMathematical optimizationDensity flowDensity modelTime evolutionMean field gameSettore ING-INF/04 - Automaticamean field gameState spaceSettore MAT/09 - Ricerca OperativaRouting (electronic design automation)Density evolutionBrownian motionMathematics

description

A distributed routing control algorithm for dynamic networks has recently been presented in the literature. The networks were modeled using time evolution of density at network edges and the routing control algorithm allowed edge density to converge to a Wardrop equilibrium, which was characterized by an equal traffic density on all used paths. We borrow the idea and rearrange the density model to recast the problem within the framework of mean-field games. The contribution of this paper is three-fold. First, we provide a mean-field game formulation of the problem at hand. Second, we illustrate an extended state space solution approach. Third, we study the stochastic case where the density evolution is driven by a Brownian motion.

yearjournalcountryeditionlanguage
2014-12-0153rd IEEE Conference on Decision and Control
https://doi.org/10.1109/cdc.2014.7039927