Mean-Field-Type Games in Engineering

2016 
With the ever increasing amounts of data becoming available, strategic data analysis and decision-making will become more pervasive as a necessary ingredient for societal infrastructures. In many network engineering games, the performance metrics depend on some few aggregates of the parameters/choices. One typical example is the congestion field in traffic engineering where classical cars and smart autonomous driverless cars create traffic congestion levels on the roads. The congestion field can be learned, for example by means of crowdsensing, and can be used for efficient and accurate prediction of the end-to-end delays of commuters. Another example is the interference field where it is the aggregate-received signal of the other users that matters rather than their individual input signal. In such games, in order for a transmitter-receiver pair to determine his best-replies, it is unnecessary that the pair is informed about the other users' strategies. If a user is informed about the aggregative terms given her own strategy, she will be able to efficiently exploit such information to perform better. In these situations the outcome is influenced not only by the state-action profile but also by the distribution of it. The interaction can be captured by a game with distribution-dependent payoffs called mean-field-type games (MFTG). An MFTG is basically a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile of the players but also the joint distributions of state-action pairs. In this article, we propose and analyze engineering applications of MFTGs.
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