6533b859fe1ef96bd12b82ed

RESEARCH PRODUCT

Density Flow in Dynamical Networks via Mean-Field Games

Xuan ZhangAntonis PapachristodoulouDario Bauso

subject

0209 industrial biotechnologyDensity flowMathematical optimizationMarkov process02 engineering and technology01 natural sciencessymbols.namesake020901 industrial engineering & automationSettore ING-INF/04 - AutomaticaRobustness (computer science)Applied mathematics0101 mathematicsElectrical and Electronic EngineeringBrownian motionMathematics010102 general mathematicsControl engineering decentralized control intelligent transportation systems traffic controlTime evolutionComputer Science ApplicationsMean field theoryControl and Systems EngineeringBounded functionRepeated gamesymbolsSettore MAT/09 - Ricerca Operativa

description

Current distributed routing control algorithms for dynamic networks model networks using the time evolution of density at network edges, while the routing control algorithm ensures edge density to converge to a Wardrop equilibrium, which was characterized by an equal traffic density on all used paths. We rearrange the density model to recast the problem within the framework of mean-field games. In doing that, we illustrate an extended state-space solution approach and we study the stochastic case where the density evolution is driven by a Brownian motion. Further, we investigate the case where the density evolution is perturbed by a bounded adversarial disturbance. For both the stochastic and the worst-case scenarios, we provide conditions for the density to converge to a pre-assigned set. Moreover, we analyze such conditions from two different perspectives, repeated games with vector payoffs and inclusion theory.

https://doi.org/10.1109/tac.2016.2584979