A review of optimisation models for pedestrian evacuation and design problems

H Vermuyten, J Beliën, L De Boeck, G Reniers… - Safety science, 2016 - Elsevier
This article presents a review of the use of optimisation models for pedestrian evacuation
and design problems. The articles are classified according to the problem type that is …

[BOOK][B] International Series in Operations Research & Management Science

FS Hillier, CC Price - 2001 - Springer
Conic optimization is a significant and thriving research area within the optimization
community. Conic optimization is the general class of problems concerned with optimizing a …

[BOOK][B] Probabilistic theory of mean field games with applications I-II

R Carmona, F Delarue - 2018 - Springer
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …

A survey on autonomous vehicle control in the era of mixed-autonomy: From physics-based to AI-guided driving policy learning

X Di, R Shi - Transportation research part C: emerging technologies, 2021 - Elsevier
This paper serves as an introduction and overview of the potentially useful models and
methodologies from artificial intelligence (AI) into the field of transportation engineering for …

A machine learning framework for solving high-dimensional mean field game and mean field control problems

L Ruthotto, SJ Osher, W Li… - Proceedings of the …, 2020 - National Acad Sciences
Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent
models for the efficient analysis of massive populations of interacting agents. Their areas of …

Mean field games

PE Caines - Encyclopedia of systems and control, 2021 - Springer
The notion of the infinite population limit of large population games where agents are
realized by controlled stochastic dynamical systems is introduced. The theory of infinite …

Numerical methods for mean field games and mean field type control

M Lauriere - Mean field games, 2021 - books.google.com
Mean Field Games (MFG) have been introduced to tackle games with a large number of
competing players. Considering the limit when the number of players is infinite, Nash …

Linear-quadratic mean field games

A Bensoussan, KCJ Sung, SCP Yam… - Journal of Optimization …, 2016 - Springer
We provide a comprehensive study of a general class of linear-quadratic mean field games.
We adopt the adjoint equation approach to investigate the unique existence of their …

Scaling up mean field games with online mirror descent

J Perolat, S Perrin, R Elie, M Laurière… - arxiv preprint arxiv …, 2021 - arxiv.org
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …

A probabilistic weak formulation of mean field games and applications

R Carmona, D Lacker - 2015 - projecteuclid.org
Mean field games are studied by means of the weak formulation of stochastic optimal
control. This approach allows the mean field interactions to enter through both state and …