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Efficient computations of multi-species mean field games via graph-structured optimal transport
Hong Kong Univ Sci & Technol, Dept Elect & Comp Engn, Kowloon, Clear Water Bay, Hong Kong, Peoples R China..ORCID iD: 0000-0002-9778-1426
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0002-2484-0181
Georgia Inst Technol, Sch Aerosp Engn, Atlanta, GA 30332 USA..
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0001-5158-9255
2021 (English)In: Proceedings 2021 60th IEEE Conference on Decision and Control (CDC), Institute of Electrical and Electronics Engineers (IEEE) , 2021, p. 5261-5268Conference paper, Published paper (Refereed)
Abstract [en]

In this work we develop an efficient numerical solution method for solving potential mean field games with multiple species. This is done by using recent developments that connect mean field games and entropy-regularized optimal transport. In particular, we reformulate the original problem as a structured entropy-regularized multi-marginal optimal transport problem, and develop highly efficient methods for solving the latter. Finally, we illustrate the proposed method on a problem with four interacting species, where each of the species has different target objectives.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2021. p. 5261-5268
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Computer Sciences Information Systems Subatomic Physics
Identifiers
URN: urn:nbn:se:kth:diva-313060DOI: 10.1109/CDC45484.2021.9682861ISI: 000781990304098Scopus ID: 2-s2.0-85121649321OAI: oai:DiVA.org:kth-313060DiVA, id: diva2:1661653
Conference
2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, USA, December 14-17, 2021
Note

Part of proceedings: 978-1-6654-3659-5

QC 20220530

Available from: 2022-05-30 Created: 2022-05-30 Last updated: 2022-06-25Bibliographically approved

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Ringh, AxelHaasler, IsabelKarlsson, Johan

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CiteExportLink to record
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  • apa
  • ieee
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  • de-DE
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Output format
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