Control and Signal Lab Seminar - Some Topics on Mean Field Game Theory
Richard Newton Room
Electrical and Electronic Engineering Building 193
T: (03) 9035 8028
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This talk focuses on Mean Field Game (MFG) theory with applications to consensus, leader-follower and major-minor agent systems. The MFG methodology addresses a class of dynamic games with a large number of minor agents in which each agent interacts with the average or so-called mean field effect of other agents via couplings in its individual cost function and individual dynamics. A minor agent is an agent which, asymptotically as the population size goes to infinity, has a negligible influence on the overall system while the overall population’s effect on it is significant.
In this talk three topics will be briefly discussed: (1) applications of the MFG methodology to large population consensus and flocking behaviour, (2) extension of the mean field linear-quadratic-Gaussian (MF LQG) framework so as to model the collective system dynamics which include large population of leaders and followers, and an unknown (to the followers) reference trajectory for the leaders, and (3) dynamic games with nonlinear stochastic dynamical systems of controlled McKean-Vlasov type involving agents of the following mixed types: (i) a major agent, and (ii) a large population of minor agents, where the major agent has a significant influence on minor agents while each minor agent has a negligible impact on other agents.
Mojtaba Nourian received dual B.Sc. degrees in applied mathematics and in electrical engineering, and the M.Sc. degree in applied mathematics from Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran, in 2005 and 2007, respectively. He defended his Ph.D. thesis entitled “Mean Field Game Theory: Consensus, Leader-Follower and Major-Minor Agent Systems”, under the supervision of Professor Peter Caines, at the Department of Electrical and Computer Engineering, McGill University, Montreal, Canada, in September 2012. Mr. Nourian joined the Department of Electrical and Electronic Engineering, the University of Melbourne, in November 2012 as a Research Fellow, and is working with Professors Subhra Dey, Girish Nair and Eric Weyer on the topic of “Networked System Estimation and Control”.