6 citations · 24 across the 10 of their papers we have counts for
7 papers · 1 filter
Stochastic Programming with Primal-Dual Dynamics: A Mean-Field Game Approach
Casper T. Röling, Dario Bauso, Hamidou Tembine
This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now}…
Controlling Propagation of epidemics via mean-field control
Wonjun Lee, Siting Liu, Hamidou Tembine +2
The coronavirus disease 2019 (COVID-19) pandemic is changing and impacting lives on a global scale. In this paper, we introduce a mean-field game model in controlling the propagati…
Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation…
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan +1
This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These inc…
Consensus over evolutionary graphs
Michalis Smyrnakis, Nikolaos M. Freris, Hamidou Tembine
We establish average consensus on graphs with dynamic topologies prescribed by evolutionary games among strategic agents. Each agent possesses a private reward function and dynamic…
Quantile-based Mean-Field Games with Common Noise
Hamidou Tembine
In this paper we explore the impact of quantiles on optimal strategies under state dynamics driven by both individual noise, common noise and Poisson jumps. We first establish an o…