Risk-Aware Control and Games in Engineering

被引：0

作者：

Barreiro-Gomez, Julian ^{[1
,2
]}

Tembine, Hamidou ^{[1
,2
]}

Stella, Leonardo ^{[3
]}

Bauso, Dario ^{[4
,5
]}

Colaneri, Patrizio ^{[6
]}

机构：

[1] New York Univ Abu Dhabi NYUAD, Learning & Game Theory Lab L&G Lab, Saadiyat Campus POB 129188, Abu Dhabi, U Arab Emirates

[2] New York Univ Abu Dhabi NYUAD, Ctr Stabil Instabil & Tur Bulence SITE, Saadiyat Campus POB 129188, Abu Dhabi, U Arab Emirates

[3] Univ Derby, Fac Elect Comp & Math, Dept Comp, Kedleston Rd, Derby DE22 1GB, England

[4] Univ Groningen, Fac Sci & Engn, Jan C Willems Ctr Syst & Control, ENTEG, Groningen, Netherlands

[5] Univ Palermo, Dipartimento Ingn, Palermo, Italy

[6] Politecn Milan, Dipartimento Elettron & Informaz, Milan, Italy

来源：

2020 59TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2020年

关键词：

Risk-aware control and game theory; mean-field-type control and game theory; COVID-19; engineering applications; STOCHASTIC MAXIMUM PRINCIPLE; MEAN-FIELD GAMES; DYNAMIC DEMAND; MANAGEMENT; NETWORKS; MODEL;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present a brief tutorial on risk-aware control and game theory applied to engineering problems by solving a backward-forward partial-integro differential system composed of the Hamilton-Jacobi-Bellman and Fokker-Planck coupled equations. First, we discuss about the role that risk terms play in the engineering field. Then, both the risk-aware control and game problems are stated and the computation of the corresponding solutions is presented. We mainly focus on a basic propagation regulation of the coronavirus disease by using mean-field-type control. Hence, we discuss other engineering applications that can be addressed by using the same risk-aware perspective. Among such applications, we discuss about the electric vehicles, and the bio-inspired collective decision-making.

引用

页码：3860 / 3870

页数：11

共 61 条

[1] Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns [J].