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Robust Mean-Field Games

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Abstract:
Within the realm of mean field games under uncertainty, we study a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is three-fold: First, we establish a mean field system for such robust games. Second, we analyze robust mean field equilibria. Third, we show that the dimension of the mean field system can be significantly reduced by considering a functional of the first moment of the mean field process. Applications to production, opinion dynamics and cyber-physical systems will be discussed.
Jointly with Tamer Basar and Hamidou Tembine.

Type of Seminar:
Optimization and Applications Seminar
Speaker:
Prof. Dario Bauso
University of Palermo, Italy
Date/Time:
Mar 10, 2014   16:30
Location:

HG G 19.1
Contact Person:

Dr. Paul Goulart
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Biographical Sketch:
I received the Laurea degree in Aeronautical Engineering in 2000 and the Ph.D. degree in Automatic Control and System Theory in 2004 from the University of Palermo, Italy. From October 2001 to June 2002, I was a Visiting Scholar at the Mechanical and Aerospace Engineering Department, University of California Los Angeles. In 2010 I was short-term visiting scholar at the Department of Automatic Control of Lund University and at the Laboratory of Information and Decision Systems of the Massachusetts Institute of Technology. Since 2005 I have been Assistant Professor of Operations Research with the Engineering Faculty, University of Palermo. I am affiliated with Dipartimento di Ingegneria Chimica, Gestionale, Informatica, Meccanica of the same university. From 2012 to 2014 I am visiting research fellow at the Department of Mathematics, University of Trento. In 2013 I have been visiting the Department of Engineering Science of Oxford University, and in 2014 the Department of Electrical and Electronic Engineering at Imperial College. My research interests are in the field of Optimization problems, Manufacturing Systems, Inventory Control, Optimal and Distributed Control, and Game Theory. Since 2010 I am member of the Conference Editorial Board of the IEEE Control Systems Society. I am Associate Editor of Dynamic Games and Applications since 2011, and of IEEE Trans. on Automatic Control since 2013. I have also been general chair of the 6th Spain, Italy, and Netherlands Meeting on Game Theory. In January 2014 I have obtained the national qualification as Associate Professor from three distinct and independent international committees in three different areas: Automatic Control, Operational Research, and Mathematics for Economics.