Peter E. Caines: Graphon Mean Field Games and the GMFG Equations

Very large networks linking dynamical agents are now ubiquitous and there is significant interest in their analysis, design and control. The emergence of the graphon theory of large networks and their infinite limits has recently enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks [Gao and Caines, IEEE CDC 2017, 2018]. Furthermore, the study of the decentralized control of such systems has been initiated in [Caines and Huang, IEEE CDC 2018] where Graphon Mean Field Games (GMFG) and the GMFG equations are formulated for the analysis of non-cooperative dynamical games on unbounded networks. In this talk the GMFG framework will be first be presented followed by the basic existence and uniqueness results for the GMFG equations, together with an epsilon-Nash theorem relating the infinite population equilibria on infinite networks to that of finite population equilibria on finite networks.

Recording during the meeting "Crowds: Models and Control" the June 05, 2019 at the Centre International de Rencontres Mathématiques (Marseille, France)

Filmmaker: Guillaume Hennenfent

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