Mean-field-type games for engineers

<P>I. Preliminaries</P><P>1. Introduction<BR>1.1 Linear-Quadratic Games<BR>1.2 Linear-Quadratic Gaussian Mean-Field-Type Game<BR>1.3 Game Theoretical Solution Concepts<BR>1.4 Partial Integro-Differential System for a Mean-Field-Type Control<BR>1.5 A Simple Method for Solving Mean-Field-Type Games and Control<BR>1.6 A Simple Derivation of the Itô's Formula<BR>1.7 Outline<BR>1.8 Exercises</P><P>II. Mean-Field-Free and Mean-Field Games</P><P>2. Mean-Field-Free Games<BR>2.1 A Basic Continuous-Time Optimal Control Problem<BR>2.2 Continuous-Time Di erential Game<BR>2.3 Stochastic Mean-Field-Free Di erential Game<BR>2.4 A Basic Discrete-Time Optimal Control Problem<BR>2.5 Deterministic Di erence Games<BR>2.6 Stochastic Mean-Field-Free Difference Game<BR>2.7 Exercises</P><P>3. Mean-Field Games<BR>3.1 A Continuous-Time Deterministic Mean-Field Game<BR>3.2 A Continuous-Time Stochastic Mean-Field Game<BR>3.3 A Discrete-Time Deterministic Mean-Field Game<BR>3.4 A Discrete-Time Stochastic Mean-Field Game<BR>3.5 Exercises</P><P>III. One-Dimensional Mean-Field-Type Games</P><P>4. Continuous-Time Mean-Field-Type Games<BR>4.1 Mean-Field-Type Game Set-up<BR>4.2 Semi-explicit Solution of the Mean-Field-Type Game Problem<BR>4.3 Numerical Examples<BR>4.4 Exercises</P><P>5. Co-opetitive Mean-Field-Type Games<BR>5.1 Co-opetitive Mean-Field-Type Game Set-up<BR>5.2 Semi-explicit Solution of the Co-opetitive Mean-Field-Type Game Problem<BR>5.3 Connections between the Co-opetitive Solution with the Non-Cooperative and Cooperative Solutions<BR>5.4 Numerical Examples<BR>5.5 Exercises</P><P>6. Mean-Field-Type Games with Jump-Diffusion and Regime Switching<BR>6.1 Mean-Field-Type Game Set-up<BR>6.2 Semi-explicit Solution of the Mean-Field-Type Game with Jump-Diffusion Process and Regime Switching<BR>6.3 Numerical Example<BR>6.4 Exercises</P><P>7. Mean-Field-Type Stackelberg Games<BR>7.1 Mean-Field-Type Stackelberg Game Set-up<BR>7.2 Semi-explicit Solution of the Stackelberg Mean-Field-Type Game with Jump-Diffusion Process and Regime Switching<BR>7.3 When Nash Solution Corresponds to Stackelberg Solution for Mean-field-type Games <BR>7.4 Numerical Example<BR>7.5 Exercises</P><P>8. Berge Equilibrium in Mean-Field-Type Games<BR>8.1 On the Berge Solution Concept<BR>8.2 Berge Mean-Field-Type Game Problem<BR>8.3 Semi-explicit Mean-field-type Berge Solution<BR>8.4 When Berge Solution Corresponds to Co-opetitive Solution for Mean-field-type Games<BR>8.5 Numerical Example<BR>8.6 Exercises</P><P>IV. Matrix-Valued Mean-Field-Type Games</P><P>9. Matrix-Valued Mean-Field-Type Games<BR>9.1 Mean-Field-Type Game Set-up<BR>9.2 Semi-explicit Solution of the Mean-Field-Type Game Problems: Risk-Neutral Case<BR>9.3 Semi-explicit Solution of the Mean-Field-Type Game Problems: Risk-Sensitive Case<BR>9.4 Numerical Examples<BR>9.5 Exercises</P><P>10. A Class of Constrained Matrix-Valued Mean-Field-Type Games<BR>10.1 Constrained Mean-Field-Type Game Set-up<BR>10.2 Semi-explicit Solution of the Constrained Mean-Field-Type Game Problem<BR>10.3 Exercise</P><P>V. Discrete-Time Mean-Field-Type Games</P><P>11. One-Dimensional Discrete-Time Mean-Field-Type Games<BR>11.1 Discrete-Time Mean-Field-Type Game Set-up<BR>11.2 Semi-explicit Solution of the Discrete-Time Non-Cooperative Mean-Field-Type Game Problem<BR>11.3 Semi-explicit Solution of the Discrete-Time Cooperative Mean-Field-Type Game Problem<BR>11.4 Exercises</P><P>12. Matrix-Valued Discrete-Time Mean-Field-Type Games<BR>12.1 Discrete-Time Mean-Field-Type Game Set-up<BR>12.2 Semi-explicit Solution of the Discrete-Time Mean-Field-Type Game Problem<BR>12.3 Numerical Examples<BR>12.4 Exercises</P><P>VI. Learning Approaches and Applications</P><P>13. Constrained Mean-Field-Type Games: Stationary Case<BR>13.1 Constrained Games<BR>13.2 Model<BR>13.3 Learning Algorithms<BR>13.4 Equilibrium under migration constraints</P><P>14. Mean-Field-Type Model Predictive Control<BR>14.1 Problem Statement<BR>14.2 Risk-Aware Model Predictive Control Approaches</P><P>15. Data-Driven Mean-Field-Type Games<BR>15.1 Data-Driven Mean-Field-Type Game Problem<BR>15.2 Machine Learning Philosophy<BR>15.3 Machine-learning-based (Linear Regression) Data-driven Mean-field-type games<BR>15.4 Error and Performance Metrics<BR>15.5 Numerical Example</P><P>16. Applications<BR>16.1 Water Distribution Systems<BR>16.2 Microgrid Energy Storage<BR>16.3 Continuous Stirred Tank Reactor<BR>16.4 Mechanism Design in Evolutionary Games<BR>16.5 Multi-level Building Evacuation with Smoke<BR>16.6 Coronavirus Propagation Control</P>